Liquidity and Information in Order Driven markets

Ioanid Rosu
Additional contact information
Ioanid Rosu: GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Keywords: Liquidity; Information; Order; Driven; markets (search for similar items in EconPapers)
Date: 2010-10-24
References: Add references at CitEc
Citations: View citations in EconPapers (12)

Published in AMS Special Session on Mathematical Finance, Oct 2010, University Park, United States

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00543540

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().