Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures
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KeywordsMarket microstructure; Limit order book; Uninformed traders; Bid-ask spread; European carbon futures;
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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