Author： Alfonsi Aurelien Fruth Antje Schied Alexander
Publisher： Routledge Ltd
ISSN： 1469-7688
Source： Quantitative Finance, Vol.10, Iss.2, 2010-02, pp. : 143-157
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Limit order books and trade informativeness
By Beltran-Lopez Hélena Grammig Joachim Menkveld Albert J.
The European Journal of Finance, Vol. 18, Iss. 9, 2012-10 ,pp. :
Access to resources
Recommend
Intraday liquidity patterns in limit order books
Studies in Economics and Finance, Vol. 31, Iss. 1, 2014-02 ,pp. :
Optimal Convergence Trade Strategies
Review of Financial Studies, Vol. 26, Iss. 4, 2013-04 ,pp. :
Optimal trade execution under price-sensitive risk preferences
By Ankirchner Stefan Kruse Thomas
Quantitative Finance, Vol. 13, Iss. 9, 2013-09 ,pp. :