The market microstructure of the European climate exchange

Journal of Banking and Finance

Volumn 39, Issue 1, 2014, Pages 107-116

  Mizrach, Bruce ^a   Otsubo, Yoichi ^b  

^a Center for Children and Childhood Studies   (United States)

^b UNIVERSITY OF LUXEMBOURG   (Luxembourg)

Author keywords

Bid ask spread; Carbon; E44; G13; G32; Information share; Market microstructure; Order imbalance

Indexed keywords

EID: 84889687519     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2013.11.001     Document Type: Article

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