Understanding the limit order book : conditioning on trade informativeness
H. Beltran ; J. Grammig ; A. J. Menkveld
| Year of publication: |
2005
|
|---|---|
| Authors: | Beltran, Helena ; Grammig, Joachim ; Menkveld, Albert J. |
| Publisher: |
Cologne |
| Subject: | Auftrag | Beschränkung | Handel | Informationswert |
| Extent: | 33 S. |
|---|---|
| Series: | CFR working paper. - Köln. - Vol. 05,05 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Zsfass. in dt. Sprache |
| Classification: | Handel |
| Source: |
Persistent link: https://www.econbiz.de/10004880899