Optimal Asset Liquidation Using Limit Order Book Information
Year of publication: |
2012
|
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Authors: | Stoikov, Sasha |
Other Persons: | Waeber, Rolf (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Wertpapierhandel | Securities trading | Theorie | Theory | Marktliquidität | Market liquidity | Schätzung | Estimation | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Finanzmarkt | Financial market | Liquidität | Liquidity | Handelsvolumen der Börse | Trading volume |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 28, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2113827 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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