Evolution of Volatility, Trade Price Location, Correlations, and Speed of Trading in the Limit Order Book
Year of publication: |
2012
|
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Authors: | Jain, Pankaj K. |
Other Persons: | Jain, Pawan (contributor) ; McInish, Thomas H. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Theorie | Theory | Elektronisches Handelssystem | Electronic trading |
Extent: | 1 Online-Ressource (53 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 18, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1913982 [DOI] |
Classification: | G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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