How large is liquidity risk in an automated auction market?
| Authors: | GIOT, Pierre ; GRAMMIG, Joachim |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Empirical Economics, 30, 867-887, 2006 Number 1846 |
| Other identifiers: | 10.1007/s00181-005-0003-z [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010674933