Limit order books and trade informativeness

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Limit order books and trade informativeness

Author: Beltran-Lopez, Helena; Grammig, Joachim; Menkveldc, Albert J.
Tübinger Autor(en):
Grammig, Joachim
Published in: European Journal of Finance (2012), Bd. 18, H. 9, S. 737-759
Verlagsangabe: Routledge Journals
Language: English
Full text: http://dx.doi.org/10.1080/1351847X.2011.601651
ISSN: 1351-847X
DDC Classifikation: 330 - Economics
Dokumentart: Artikel
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