The impact of heterogeneous trading rules on the limit order book and order flows
Year of publication: |
2009
|
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Authors: | Chiarella, Carl ; Iori, Giulia ; Perelló, Josep |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 3, p. 525-537
|
Subject: | Marktmikrostruktur | Market microstructure | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | Risikoaversion | Risk aversion | Theorie | Theory |
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