Limit order books and trade informativeness
Hélena Beltran-Lopez, Joachim Gramming and Albert J. Menkveld
| 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 | Volatilität | Volatility | Theorie | Theory | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Spekulation | Speculation |
| Extent: | graph. Darst. |
|---|---|
| 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/10009691782