An Analysis Of Order Submissions On The Xetra Trading System

by admin

An analysis of order submissions on the Xetra trading system using multivariate time series of counts∗ Joachim Grammig† Andr´eas Heinen‡ Erick Rengifo§ March 2003 JEL Classification codes: C32, C35, G10. Keywords: Market microstructure; Asymmetric... More

Read the publication