Signing trades and an evaluation of the Lee–Ready algorithm
| Year of publication: |
2012
|
|---|---|
| Authors: | Blais, Marcel ; Protter, Philip |
| Published in: |
Annals of Finance. - Springer. - Vol. 8.2012, 1, p. 1-13
|
| Publisher: |
Springer |
| Subject: | Liquidity | Limit order book | Signing trades | Lee–Ready algorithm | Tick data | Supply curve |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866510