Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Valli, Jaakko Sakari"'
Autor:
Valli, Jaakko Sakari
This thesis studied the empirical properties of order flows in limit order books of 21 Helsinki Stock Exchange traded stocks the in a period of 700 trading days during 2010-2012. Measures of periodicity, clustering and price impact, were examined to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______4853::fa13210c6db8c181b9ac96e54438df12
