Weather and Time Series Determinants of Liquidity in a Limit Order Market
Year: 2009
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.1108862
Authors: Juhani T. Linnainmaa, Ioanid Rosu
Institutions: Dartmouth College, National Bureau of Economic Research, HEC Paris
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1595367183