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1 Ergebnisse
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Distilling Liquidity Costs from Limit Order Books:
Amaya, Diego
;
Filbien, Jean-Yves
;
Okou, Cedric
.
Journal of Banking and Finance, Volume 94, September 2018, Pages 16-34. , 2018
Link:
https://ssrn.com/abstract=2660226
RT Journal T1 <Title>Distilling Liquidity Costs from Limit Order Books</Title> UL https://suche.suub.uni-bremen.de/peid=ssrn-2660226&Exemplar=1&LAN=DE A1 Amaya, Diego A1 Filbien, Jean-Yves A1 Okou, Cedric A1 Roch, Alexandre F. YR 2018 K1 Intraday liquidity K1 limit order books K1 price impact K1 price formation JF Journal of Banking and Finance, Volume 94, September 2018, Pages 16-34 LK http://dx.doi.org/https://ssrn.com/abstract=2660226 DO https://ssrn.com/abstract=2660226 SF ELIB - SuUB Bremen
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