Quantifying the efficiency of the Xetra LOB market: Detailed recipe
Year of publication: |
2008
|
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Authors: | Sperl, Miriam |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Börsen-Informationssystem | Wertpapierhandel | Aktienmarkt | Markteffizienz | Theorie | Deutschland | Limit Order Book Market | Gains from Trade | Xetra |
Series: | CFS Working Paper ; 2008/21 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 577760351 [GVK] hdl:10419/25556 [Handle] RePEc:zbw:cfswop:200821 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Quantifying the efficiency of the Xetra LOB market: Detailed recipe
Sperl, Miriam, (2008)
-
Quantifying the efficiency of the Xetra LOB market : detailed recipe
Sperl, Miriam, (2008)
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Speed of Convergence to Market Efficiency : The Role of ECNs
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Quantifying the efficiency of the Xetra LOB market : detailed recipe
Sperl, Miriam, (2008)
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Quantifying the efficiency of the Xetra LOB market: Detailed recipe
Sperl, Miriam, (2008)
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