What pieces of LOB information are informative? An empirical analysis of a pure order driven market

Roberto Pascual and David Veredas

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2009
References: Add references at CitEc
Citations:

Published in: Quantitative finance (2009) v.9,p.527-545

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:ulb:ulbeco:2013/136193

Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... lb.ac.be:2013/136193

Access Statistics for this paper

More papers in ULB Institutional Repository from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().