Limit order books and trade informativeness
Beltran-Lopez, Hélena, Grammig, Joachim, Menkveld, Albert J.Volume:
18
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/1351847x.2011.601651
Date:
October, 2012
File:
PDF, 264 KB
english, 2012