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~accessRights:"restricted"
~person:"Horst, Ulrich"
~subject:"Financial economics"
~subject:"Markov chain"
~subject:"Share price"
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Horst, Ulrich
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Journal of economic dynamics & control
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Market microstructure and liquidity
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ECONIS (ZBW)
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Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
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2
Optimal order display in limit order markets with liquidity competition
Cebiroglu, Gökhan
;
Horst, Ulrich
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011574644
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