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Understanding the limit order book : conditioning on trade informativeness
Beltran, Helena
;
Grammig, Joachim
;
Menkveld, Albert J.
-
2005
Persistent link: https://www.econbiz.de/10004880899
Saved in:
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Liquidity supply and adverse selection in a pure limit order book market
Frey, Stefan
;
Grammig, Joachim
-
2005
Persistent link: https://www.econbiz.de/10004880895
Saved in:
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Is best really better? : Internalization in xetra best
Grammig, Joachim
;
Theissen, Erik
-
2005
Persistent link: https://www.econbiz.de/10004881220
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