Journal of Financial Markets Vol. 15 No. 1 2012

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

Roman Kozhan; Mark Salmon

University of Warwick

DOI

10.1016/j.finmar.2011.07.002

Volume

15

Issue

1

Pages

1-28

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓