A Continuous-time measurement of the buy-sell pressure in a limit order book market
Publikation: Working paper › Forskning
Standard
A Continuous-time measurement of the buy-sell pressure in a limit order book market. / Hall, Anthony D.; Hautsch, Nikolaus.
Cph. : Department of Economics, University of Copenhagen, 2004.Publikation: Working paper › Forskning
Harvard
Hall, AD & Hautsch, N 2004 'A Continuous-time measurement of the buy-sell pressure in a limit order book market' Department of Economics, University of Copenhagen, Cph.
APA
Hall, A. D., & Hautsch, N. (2004). A Continuous-time measurement of the buy-sell pressure in a limit order book market. Department of Economics, University of Copenhagen.
Vancouver
Hall AD, Hautsch N. A Continuous-time measurement of the buy-sell pressure in a limit order book market. Cph.: Department of Economics, University of Copenhagen. 2004.
Author
Bibtex
@techreport{96b61bd0a88711dbbee902004c4f4f50,
title = "A Continuous-time measurement of the buy-sell pressure in a limit order book market",
abstract = " ",
author = "Hall, {Anthony D.} and Nikolaus Hautsch",
note = "JEL Classification: G14, C32, C41",
year = "2004",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",
}
RIS
TY - UNPB
T1 - A Continuous-time measurement of the buy-sell pressure in a limit order book market
AU - Hall, Anthony D.
AU - Hautsch, Nikolaus
N1 - JEL Classification: G14, C32, C41
PY - 2004
Y1 - 2004
N2 -
AB -
M3 - Working paper
BT - A Continuous-time measurement of the buy-sell pressure in a limit order book market
PB - Department of Economics, University of Copenhagen
CY - Cph.
ER -
ID: 159664