Anonymity and the information content of the limit order book
Huu Nhan Duong; Petko S. Kalev
| Year of publication: |
2014
|
|---|---|
| Authors: | Huu Nhan Duong ; Kalev, Petko S. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 30.2014, p. 205-219
|
| Subject: | Anonymity | Institutional and individual investors | Order book slope | Limit order book information | Price volatility | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Informationswert | Information value | Börse | Bourse | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011293762