Trading Activity and Liquidity Supply in a Pure Limit Order Book Market. An Empirical Analysis Using a Multivariate Count Data Model
Joachim Grammig
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Andréas Heinen
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Erick Williams Rengifo
Stefan Frey
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Joachim Grammig
2005 ◽
Vol 30
(4)
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pp. 1007-1033
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Stefan Frey
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Joachim Grammig
2002 ◽
Vol 18
(2)
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pp. 43-67
Bedassa Tadesse
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Sisay Asefa
2020 ◽
Vol 43
(1)
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pp. 277-301
Qing-Qing Yang
◽
Wai-Ki Ching
◽
Jiawen Gu
◽
Tak-Kuen Siu
Anh Nguyen
◽
Natalie Oh
◽
Petko S. Kalev
Natalie Oh
◽
Petko S. Kalev
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Anh Nguyen
2007 ◽
Vol 10
(3)
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pp. 249-286
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Anthony D. Hall
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Nikolaus Hautsch
2008 ◽
Vol 31
(2)
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pp. 113-140
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Charles Cao
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Oliver Hansch
◽
Xiaoxin Wang