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~isPartOf:"Econometric Society 2004 Latin American Meetings"
~person:"Gerardi, Kristopher"
~person:"Geromichalos, Athanasios"
~person:"Menkveld, Albert J."
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Menkveld, Albert J.
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Understanding limit order book depth: conditioning on trade informativeness
Beltran, Helena
;
Menkveld, Albert J.
-
Econometric Society
-
2004
-trade durations at times of relatively uninformative market orders, which is consistent with
liquidity
traders concentrating their …
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