Effects of limit order book information level on market stability metrics

Author:

Paddrik Mark,Hayes Roy,Scherer William,Beling Peter

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Business and International Management

Reference60 articles.

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4. Benic V, Franic I (2008) Stock market liquidity: comparative analysis of Croatian and regional markets. Financ Theory Pract 32(4):477–498

5. Berger D, Chaboud A, Chernenko S, Howorka E, Wright J (2008) Order flow and exchange rate dynamics in electronic brokerage system data. J Int Econ 75:93–109

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