Modelling the buy and sell intensity in a limit order book market
Anthony D. Hall, Nikolaus Hautsch
| Year of publication: |
2007
|
|---|---|
| Authors: | Hall, Anthony D. ; Hautsch, Nikolaus |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 10.2007, 3, p. 249-286
|
| Subject: | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Australien | Australia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003612991