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~person:"Beltran Lopez, Helena"
~subject:"Estimation"
~subject:"Trading volume"
~subject:"Volatility"
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Beltran Lopez, Helena
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7
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1
Limit order books and trade informativeness
Beltran Lopez, Helena
;
Gramming, Joachim
;
Menkveld, …
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
Saved in:
2
Volatility regimes and the provision of liquidity in order book markets
Beltran Lopez, Helena
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002793222
Saved in:
3
Volatility regimes and the provision of liquidity in order book markets
Beltran Lopez, Helena
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003278494
Saved in:
4
Volatility regimes and order book liquidity: evidence from the Belgian segment of Euronext
Beltran Lopez, Helena
;
Durré, Alain
;
Giot, Pierre
- In:
Global finance journal
20
(
2009
)
1
,
pp. 80-97
Persistent link: https://www.econbiz.de/10003878348
Saved in:
5
Dynamics of liquidity in order book markets
Beltran Lopez, Helena
-
2005
Persistent link: https://www.econbiz.de/10003338654
Saved in:
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