Pre-trade transparency and the information content of the limit order book
Year of publication: |
2014
|
---|---|
Authors: | Huu Nhan Duong ; Kalev, Petko S. ; Sun, Yang |
Published in: |
Market microstructure and nonlinear dynamics : keeping financial crisis in context. - Cham : Springer, ISBN 3-319-05211-X. - 2014, p. 25-50
|
Subject: | Sydney | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Finanzmarktregulierung | Financial market regulation | 2001-2003 |
-
Dealer funding and market liquidity
Bruche, Max, (2021)
-
Fear and loathing in the market for US Treasuries and the clearing nostrum
Pirrong, Craig, (2024)
-
Fleming, Michael J., (2024)
- More ...
-
Sun, Yang, (2014)
-
Sun, Yang, (2014)
-
Order aggressiveness of institutional and individual investors
Huu Nhan Duong, (2009)
- More ...