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Search: subject:"Informational content of trades"
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Informational content of trades
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limit order book
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Beltran, Héléna
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Grammig, Joachim
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Menkveld, Albert J.
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Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
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Understanding the limit order book: Conditioning on trade informativeness
Beltran, Héléna
;
Grammig, Joachim
;
Menkveld, Albert J.
-
2005
's assumptions and allow the
informational
content
of
trades
to change over time. Adapting Hasbrouck's (1991a,b) methodology to …
Persistent link: https://www.econbiz.de/10010308696
Saved in:
2
Understanding the limit order book: Conditioning on trade informativeness
Beltran, Héléna
;
Grammig, Joachim
;
Menkveld, Albert J.
-
Institut für Finanzmarktforschung, Wirtschafts- und …
-
2005
's assumptions and allow the
informational
content
of
trades
to change over time. Adapting Hasbrouck's (1991a,b) methodology to …
Persistent link: https://www.econbiz.de/10010957244
Saved in:
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