Research output

An Evaluation of Liquidity Measures in Market Microstructure: The Roll of Full Order Book Information

Research output: Contribution to conferenceAbstractAcademic

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Details

Original languageEnglish
Publication statusPublished - 2018
EventNCCC-134 Conference on Commodity Price Analysis, Forecasting, and Market Risk Management - Crowne Plaza Northstar Hotel, Minneapolis, Minnesota, United States
Duration: 16 Apr 201817 Apr 2018

Conference

ConferenceNCCC-134 Conference on Commodity Price Analysis, Forecasting, and Market Risk Management
CountryUnited States
CityMinneapolis, Minnesota
Period16/04/1817/04/18