Commonalities in the order book

Héléna Beltran-Lopez, Pierre Giot and Joachim Grammig

No 2195, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2009-01-01
Note: In : Financial Markets and Portfolio Management, 23(3), 209-242, 2009
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Related works:
Journal Article: Commonalities in the order book (2009)
Working Paper: Commonalities in the order book (2005)
Working Paper: Commonalities in the order book (2005)
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