Limit order books and trade informativeness
Year of publication: |
2011
|
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Authors: | Beltran Lopez, Helena ; Grammig, Joachim ; Menkveld, Albert J. |
Publisher: |
Frankfurt, Main : Center for Financial Studies |
Subject: | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Informationseffizienz | Informational efficiency | Adverse Selektion | Adverse selection | Risiko | Risk | Schätzung | Estimation | Deutschland | Germany |
Extent: | Online-Ressource (PDF-Datei: 33 S., 424,34 KB) graph. Darst. |
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Series: | CFS working paper series. - Frankfurt, M. : [Verlag nicht ermittelbar], ZDB-ID 2196856-1. - Vol. 2011/09 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/57358 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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