Liquidity dynamics in an electronic open limit order book: An event study approach
Year of publication: |
2011
|
---|---|
Authors: | Gomber, Peter ; Schweickert, Uwe ; Theissen, Erik |
Institutions: | Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät |
Subject: | liquidity | limit order book | resiliency |
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