An Analysis Of Order Submissions On The Xetra Trading System
Read

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