Modelling the buy and sell intensity in a limit order book market
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 |
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