Price clustering asymmetries in limit order flows
Travis Box and Todd Griffith
| Year of publication: |
2016
|
|---|---|
| Authors: | Box, Travis ; Griffith, Todd |
| Published in: |
Financial management. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0046-3892, ZDB-ID 186034-3. - Vol. 45.2016, 4, p. 1041-1066
|
| Subject: | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Theorie | Theory | Clusteranalyse | Cluster analysis | Marktmikrostruktur | Market microstructure | Regionales Cluster | Regional cluster |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fima.12136 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011718796