Patience vs. impatience of traders : formation of the value-at-price distribution through competition for liquidity
Peter Lerner
| Year of publication: |
2015
|
|---|---|
| Authors: | Lerner, Peter |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 3, p. 1-30
|
| Subject: | Limit order book | Foucault | Kadan and Kandel model | bid-ask spread | market microstructure | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Theorie | Theory | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Wettbewerb | Competition |
| 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/10011403193