Limit order book and commonality in liquidity
Wenjin Kang; Huiping Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Kang, Wenjin ; Zhang, Huiping |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 48.2013, 1, p. 97-122
|
| Subject: | Wertpapierhandel | Securities trading | Theorie | Theory | Liquidität | Liquidity | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009717663