Work

The information content of a limit order book: The case of an FX market

Year: 2011

Type: article

Source: Journal of Financial Markets

DOI: 10.1016/j.finmar.2011.07.002

Authors: Roman Kozhan, Mark Salmon

Institution: University of Warwick

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3121978536

FWCI: 9.485

Cites: 59

Cited by: 48

Related to: 10