An Evaluation of Liquidity Measures in Market Microstructure: The Roll of Full Order Book Information

Conference paper

NCCC-134 Conference on Commodity Price Analysis, Forecasting, and Market

01/01/2018

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Title: An Evaluation of Liquidity Measures in Market Microstructure: The Roll of Full Order Book Information
Creators: A Trujillo-Barrera
J Pennings
Conference: NCCC-134 Conference on Commodity Price Analysis, Forecasting, and Market
Identifiers: 997012973201851
Academic Unit: Agricultural Economics and Rural Sociology
Language: English
Resource Type: Conference paper