1

The information content of an open limit-order book

Year:
2009
Language:
english
File:
PDF, 215 KB
english, 2009
2

ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET

Year:
2008
Language:
english
File:
PDF, 189 KB
english, 2008
20

The Informational Content of an Open Limit Order Book

Year:
2004
Language:
english
File:
PDF, 296 KB
english, 2004