Order flows and limit order book resiliency on the Meso-scale
Kyle Bechler, Mike Ludkovski
| Year of publication: |
2017
|
|---|---|
| Authors: | Bechler, Kyle ; Ludkovski, Mike |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 3.2017, 3/4, p. 1-33
|
| Subject: | Limit order books | order flows | price impact | volume bucketing | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Börse | Bourse | Handelsvolumen der Börse | Trading volume | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2382626618500065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011988892