Does order flow in the European carbon futures market reveal information?

Journal of Financial Markets

Volumn 16, Issue 3, 2013, Pages 604-635

  Kalaitzoglou, Iordanis ^a   Ibrahim, Boulis M ^b  

^a AUDENCIA BUSINESS SCHOOL   (France)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Carbon market; Duration model; Microstructure; Ultra high frequency data

Indexed keywords

EID: 84880613999     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2012.11.002     Document Type: Article

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