Effects of limit order book information level on market stability metrics
Paddrik, Mark, Hayes, Roy, Scherer, William, Beling, PeterVolume:
12
Language:
english
Journal:
Journal of Economic Interaction and Coordination
DOI:
10.1007/s11403-015-0164-6
Date:
July, 2017
File:
PDF, 2.01 MB
english, 2017