The information content of a limit order book : the case of an FX market
Roman Kozhan; Mark Salmon
| Year of publication: |
2012
|
|---|---|
| Authors: | Kozhan, Roman ; Salmon, Mark H. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 15.2012, 1, p. 1-28
|
| Subject: | Profitability | Limit order book | High-frequency data | Algorithmic trading | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Börse | Bourse | Geld-Brief-Spanne | Bid-ask spread | Informationswert | Information value |
| 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/10009356615