Does the Open Limit Order Book Matter in Explaining Informational Volatility?
Year of publication: |
2010
|
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Authors: | Pascual, Roberto |
Other Persons: | Veredas, David (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Theorie | Theory | Schätzung | Estimation |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Econometrics, Vol. 8, Issue 1, pp. 57-87, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments Winter 2010 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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