Liquidity supply and adverse selection in a pure limit order book market
Year of publication: |
2005
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Authors: | Frey, Stefan ; Grammig, Joachim |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 4, p. 1007-1033
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Subject: | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Börse | Bourse | Adverse Selektion | Adverse selection | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | Deutschland | Germany |
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