A continuous-time measurement of the buy-sell pressure in a limit order book market
Anthony D. Hall and Nikolaus Hautsch
| Year of publication: |
2004
|
|---|---|
| Authors: | Hall, Anthony D. ; Hautsch, Nikolaus |
| Publisher: |
Broadway, NSW |
| Subject: | Wertpapierhandel | Securities trading | Theorie | Theory | Australien | Australia |
| Extent: | 42 S graph. Darst |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ISSN 1441-8010, ZDB-ID 2163440-3. - Vol. 121 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.business.uts.edu.au/qfrc/research_papers/rp121.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002253924