Limit order books and trade informativeness
Year of publication: |
2012
|
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Authors: | Beltran Lopez, Helena ; Gramming, Joachim ; Menkveld, Albert J. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 9/10, p. 737-759
|
Subject: | liquidity | limit order book | trade informativeness | volatility | Wertpapierhandel | Securities trading | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Börsenkurs | Share price | Marktliquidität | Market liquidity | Börse | Bourse | Elektronisches Handelssystem | Electronic trading | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure |
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