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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
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Does the open limit order book matter in explaining long run volatility?
Veredas, David
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Pascual, Roberto
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Solvay Brussels School of Economics and Management, …
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2010
Persistent link: https://www.econbiz.de/10011011619
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What pieces of LOB information are informative? An empirical analysis of a pure order driven market
Veredas, David
;
Pascual, Roberto
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Solvay Brussels School of Economics and Management, …
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2009
Persistent link: https://www.econbiz.de/10010600636
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