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Liquidity and Information in Order Driven markets

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https://hal-hec.archives-ouvertes.fr/hal-00543540
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Monday, December 6, 2010 - 1:58:39 PM
Last modification on : Saturday, June 25, 2022 - 10:51:36 AM

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  • HAL Id : hal-00543540, version 1

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HEC | CNRS

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Ioanid Rosu. Liquidity and Information in Order Driven markets. AMS Special Session on Mathematical Finance, Oct 2010, University Park, United States. ⟨hal-00543540⟩

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