A dynamic model of the limit order book
Year of publication: |
2009
|
---|---|
Authors: | Roşu, Ioanid |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 11, p. 4601-4641
|
Subject: | Börsenmakler | Stockbrokers | Liquidität | Liquidity | Kapitalmarkttheorie | Financial economics | Theorie | Theory |
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