What pieces of LOB information are informative? An empirical analysis of a pure order driven market
| Year of publication: |
2009
|
|---|---|
| Authors: | Veredas, David ; Pascual, Roberto |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Quantitative finance (2009) v.9,p.527-545 |
| Source: |
Persistent link: https://www.econbiz.de/10010600636