Quantifying the efficiency of the Xetra LOB market: Detailed recipe
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References listed on IDEAS
- Burton Hollifield & Robert A. Miller & Patrik Sandås, 2004.
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More about this item
KeywordsLimit Order Book Market; Gains from Trade; Xetra;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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