Understanding the limit order book: Conditioning on trade informativeness
Year of publication: |
2005
|
---|---|
Authors: | Beltran, Héléna ; Grammig, Joachim ; Menkveld, Albert J. |
Institutions: | Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät |
Subject: | Informational content of trades | limit order book |
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