Decomposing liquidity along the limit order book
Year of publication: |
2008
|
---|---|
Authors: | Rakowski, David ; Beardsley, Xiaoxin Wang |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 8, p. 1687-1698
|
Subject: | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | USA | United States |
-
Three essays in financial economics
Jurkatis, Simon Willi, (2018)
-
Tayeh, Mohammad, (2016)
-
Allen, David E., (2008)
- More ...
-
Rakowski, David, (2009)
-
Order placement strategies in a pure limit order book market
Cao, Charles Q., (2008)
-
On a pure limit-order-book market
Wang, Xiaoxin, (2003)
- More ...