Liquidity supply and adverse selection in a pure limit order book market
Stefan Frey; Joachim Grammig
| Year of publication: |
2005
|
|---|---|
| Authors: | Frey, Stefan ; Grammig, Joachim |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 4, p. 1007-1033
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| Subject: | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Börsenhandel | Stock exchange trading | Adverse Selektion | Adverse selection | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | Deutschland | Germany |
| 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/10003233832