The information Content of a Limit Order Book:the Case of an FX Market
| Year of publication: |
2010
|
|---|---|
| Authors: | : Roman Kozhan ; Salmon, Mark |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10010823388