Prediction of hidden liquidity in the limit order book of GLOBEX futures
Hugh L. Christensen and Robert Woodmansey
| Year of publication: |
2013
|
|---|---|
| Authors: | Christensen, Hugh L. ; Woodmansey, Robert |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 8.2013, 3, p. 68-95
|
| Subject: | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Liquidität | Liquidity | Theorie | Theory | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
| 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/10009781126