Designating market maker behaviour in limit order book markets (2018)

First Author: Panayi E

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.ecosta.2016.10.008

Publication URI: http://dx.doi.org/10.1016/j.ecosta.2016.10.008

Type: Journal Article/Review

Parent Publication: Econometrics and Statistics