Limit order books, uninformed traders and commodity derivatives : insights from the European carbon futures
Year of publication: |
2019
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Authors: | Rannou, Yves |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 387-410
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Subject: | Bid-ask spread | European carbon futures | Limit order book | Market microstructure | Uninformed traders | Wertpapierhandel | Securities trading | Marktmikrostruktur | Geld-Brief-Spanne | EU-Staaten | EU countries | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Spekulation | Speculation |
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