Commonalities in the order book

Financial Markets and Portfolio Management

Volumn 23, Issue 3, 2009, Pages 209-242

  Beltran Lopez, Héléna ^a   Giot, Pierre ^b,c   Grammig, Joachim ^d  

^a Fifth Third Asset Management   (United States)

^b UNIVERSITY OF NAMUR   (Belgium)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^d UNIVERSITY OF TÜBINGEN   (Germany)

Author keywords

Commonalities; Limit order book; Liquidity; Market microstructure

Indexed keywords

EID: 70350685745     PISSN: 15554961     EISSN: 1555497X     Source Type: Journal    
DOI: 10.1007/s11408-009-0109-y     Document Type: Article

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