Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
| Autor: | Yamamoto, Ryuichi |
|---|---|
| Zdroj: | In Journal of Economic Dynamics and Control 2011 35(11):1938-1963 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Yamamoto, Ryuichi |
|---|---|
| Zdroj: | In Journal of Economic Dynamics and Control 2011 35(11):1938-1963 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect