The dynamics of ex-ante weighted spread: an empirical analysis (Q4991045)
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scientific article; zbMATH DE number 7353655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamics of ex-ante weighted spread: an empirical analysis |
scientific article; zbMATH DE number 7353655 |
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The dynamics of ex-ante weighted spread: an empirical analysis (English)
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2 June 2021
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limit order book
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ex-ante weighted spread
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decomposition model
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liquidity
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resilience
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