Market composition and price informativeness in a large market with endogenous order types (Q896974)
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scientific article; zbMATH DE number 6521308
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| English | Market composition and price informativeness in a large market with endogenous order types |
scientific article; zbMATH DE number 6521308 |
Statements
Market composition and price informativeness in a large market with endogenous order types (English)
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15 December 2015
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market microstructure
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price informativeness
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market orders
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0.7652825713157654
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0.7554281949996948
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0.7532159090042114
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0.7403779029846191
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0.7393749952316284
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