Dynamic limit order market with diversity in trading horizons
Year of publication: |
2008
|
---|---|
Authors: | van Achter, Mark |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Wertpapierhandel | Auftragsabwicklung | Mikrostrukturanalyse | Marktliquidität | Limit Order Market | Order Placement Strategy | Order Flow | Market Microstructure |
Series: | CFS Working Paper ; 2008/46 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 606195521 [GVK] hdl:10419/43274 [Handle] RePEc:zbw:cfswop:200846 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G20 - Financial Institutions and Services. General |
Source: |
-
Dynamic limit order market with diversity in trading horizons
van Achter, Mark, (2008)
-
Dynamic limit order market with diversity in trading horizons
Van Achter, Mark, (2008)
-
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan, (2014)
- More ...
-
Dynamic order submission strategies with competition between a dealer market and a crossing network
Degryse, Hans, (2007)
-
Dynamic order submission strategies with competition between a dealer market and a crossing network
Degryse, Hans, (2009)
-
Dynamic limit order market with diversity in trading horizons
Van Achter, Mark, (2008)
- More ...