Order Dynamics in the Italian Treasury Security Wholesale Secondary Market
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More about this item
Keywordslimit order; market order; order flow; liquidity; Government bonds;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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