Understanding the ex-ante cost of liquidity in the limit order book : a note
Year of publication: |
2005
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Authors: | Martínez, Miguel A. ; Rubio, Gonzalo ; Tapia, Mikel |
Published in: |
Revista de economía aplicada : publicación cuatrimestral. - Zaragoza, ISSN 1133-455X, ZDB-ID 11971411. - Vol. 13.2005, 38, p. 95-109
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Understanding the ex-ante cost of liquidity in the limit order book : a note
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