Identifying expensive trades by monitoring the limit order book
Benoit Detollenaere and Catherine D'hondt
| Year of publication: |
April 2017
|
|---|---|
| Authors: | Detollenaere, Benoit ; D'Hondt, Catherine |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 3, p. 273-290
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| Subject: | split orders | transaction costs | limit order book | Lasso | Wertpapierhandel | Securities trading | Transaktionskosten | Transaction costs | Marktmikrostruktur | Market microstructure | Theorie | Theory | Börsenhandel | Stock exchange trading | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2422 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011729258