SMEAL WIKI

The information content of an open limit‐order book

Charles Cao, Oliver Hansch, Xiaoxin Wang
Year2008
VenueJournal of Futures Markets
Typearticle
Citations268
DOI10.1002/fut.20334
OpenAlexW3125409615

Topics

Financial Markets and Investment StrategiesOrder bookOrder (exchange)EconomicsLimit (mathematics)Stock (firearms)