https://hal-hec.archives-ouvertes.fr/hal-00543540 Contributor : Antoine HaldemannConnect in order to contact the contributor Submitted on : Monday, December 6, 2010 - 1:58:39 PM Last modification on : Thursday, January 11, 2018 - 6:19:31 AM
Ioanid Rosu. Liquidity and Information in Order Driven markets. AMS Special Session on Mathematical Finance, Oct 2010, University Park, United States. ⟨hal-00543540⟩