Understanding the Limit Order Book: Conditioning on Trade Informativeness
Year of publication: |
2005-02-25
|
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Authors: | Beltran, Héléna ; Grammig, Joachim ; Menkvelds, Albert J. |
Publisher: |
Universität <Köln> / Institut für Finanzmarktforschung |
Subject: | Deutscher Aktienindex | Xetra-Handelssystem | Wertpapierhandelssystem | Börsenhandel |
Extent: | 1914880 bytes 37 p. application/pdf |
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Series: | CFR Working Paper ; 5 (2005) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G10 - General Financial Markets. General ; Corporate finance and investment policy. Other aspects ; Management of financial services: stock exchange and bank management science (including saving banks) ; Securities Markets ; Individual Working Papers, Preprints ; Germany. General Resources |
Source: | USB Cologne (business full texts) |
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