مرکز منطقه ای اطلاع رساني علوم و فناوري - Order book characteristics and the volume–volatility relation: Empirical evidence from a limit order market

Title of article :

Order book characteristics and the volume–volatility relation: Empirical evidence from a limit order market

Author/Authors :

Randi N?s، نويسنده , , Johannes A. Skjeltorp، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

408

To page :

432

Keywords :

Equity trading , Asymmetric information , Market microstructure

Journal title :

Journal of Financial Markets

Serial Year :

2006

Journal title :

Journal of Financial Markets

Record number :

189498

Link To Document :