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Liquidity and Information in Order Driven markets

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https://hal-hec.archives-ouvertes.fr/hal-00543540

Submitted on : Monday, December 6, 2010-1:58:39 PM

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hal-00543540 , version 1 (06-12-2010)

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  • HAL Id : hal-00543540 , version 1

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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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