SMEAL WIKI

The Informational Content of an Open Limit Order Book

Charles Cao, Oliver Hansch, Xiaoxin Wang Beardsley
Year2004
VenueSSRN Electronic Journal
Typepreprint
Citations85
DOI10.2139/ssrn.565324
OpenAlexW2150929384

Topics

Financial Markets and Investment StrategiesOrder (exchange)Content (measure theory)Limit (mathematics)Computer scienceMathematics