Commonalities in the order book
Year of publication: |
2005-02
|
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Authors: | BELTRAN, Helena ; GIOT, Pierre ; GRAMMIG, Joachim |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | limit order book | commonalities | liquidity | market microstructure |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2005011 |
Classification: | G10 - General Financial Markets. General ; C32 - Time-Series Models |
Source: |
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Commonalities in the order book
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