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Does the open limit order book matter in explaining long run volatility?
Pascual, Roberto
(
contributor
);
Veredas, David
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003402411
Saved in:
2
On the (intradaily) seasonality and dynamics of a financial point process : a semiparametric approach
Veredas, David
;
Rodríguez Poo, Juan Manuel
;
Espasa …
-
2002
Persistent link: https://www.econbiz.de/10001672399
Saved in:
3
On the (intradaily) seasonality and dynamics of a financial point process : a semiparametric approach
Veredas, David
;
Rodríguez Poo, Juan Manuel
;
Espasa …
-
2001
Persistent link: https://www.econbiz.de/10001587379
Saved in:
4
Equilibrium in an electronic open limit order book
Glosten, Lawrence R.
-
1992
Persistent link: https://www.econbiz.de/10000864664
Saved in:
5
Security prices and market transparency
Madhavan, Ananth Narayan
-
1990
Persistent link: https://www.econbiz.de/10000800653
Saved in:
6
Lecture notes in incomplete markets
Duffie, Darrell
(
contributor
)
-
1988
Persistent link: https://www.econbiz.de/10000772948
Saved in:
7
Eliciting traders' knowledge in "frictionless" asset market
Green, Edward J.
-
1991
Persistent link: https://www.econbiz.de/10000821293
Saved in:
8
Financial markets
Kolb, Robert W.
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000552312
Saved in:
9
Advances in international banking and finance
Greenwich, Conn. [u.a.] : Jai Press
-
1.1995 - 3.1998; damit Ersch. eingest.
Persistent link: https://www.econbiz.de/10000555390
Saved in:
10
Bid-ask spreads with indirect competition among specialists
Gehrig, Thomas
;
Jackson, Matthew O.
-
1997
Persistent link: https://www.econbiz.de/10000627592
Saved in:
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