Does the open limit order book reveal information about short-run stock price movements?
Jörgen Hellström and Ola Simonsen
| Year of publication: |
22 Aug. 2006
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| Other Persons: | Hellström, Jörgen (contributor) ; Simonsen, Ola (contributor) |
| Publisher: |
Umeå : Univ., Dep. of Economics |
| Subject: | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Marktmikrostruktur | Market microstructure | Informationsökonomik | Economics of information |
| Extent: | Online-Ressource, 23 S. = 518 kB, Text graph. Darst. |
|---|---|
| Series: | Umeå economic studies. - Ume°ea : [Verlag nicht ermittelbar], ZDB-ID 2101119-9. - Vol. 687 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography. Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003358982