A Continuous-time measurement of the buy-sell pressure in a limit order book market

Publikation: Working paperForskning

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 paperForskning

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. Cph.: 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

Hall, Anthony D. ; Hautsch, Nikolaus. / A Continuous-time measurement of the buy-sell pressure in a limit order book market. Cph. : Department of Economics, University of Copenhagen, 2004.

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