Resiliency of the limit order book
Year of publication: |
December 2015
|
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Authors: | Lo, Danny K. ; Hall, Anthony D. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 61.2015, p. 222-244
|
Subject: | Resiliency | Liquidity | Limit order book | Liquidity shocks | Wertpapierhandel | Securities trading | Liquidität | Schock | Shock | Geld-Brief-Spanne | Bid-ask spread | Marktliquidität | Market liquidity | Börse | Bourse |
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