Market depth and order size

Journal of Financial Markets

Volumn 2, Issue 1, 1999, Pages 29-48

  Kempf, Alexander ^a   Korn, Olaf ^b  

^a UNIVERSITY OF MANNHEIM   (Germany)

^b CENTRE FOR EUROPEAN ECONOMIC RESEARCH ZEW   (Germany)

Author keywords

C45; G10; G14; Information content of trades; Market depth; Neural networks; Non linearity

Indexed keywords

EID: 0012510774     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(98)00007-X     Document Type: Article

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