Journal of Financial Markets Vol. 10 No. 3 2007

Modelling the buy and sell intensity in a limit order book market

Anthony Hall¹; Nikolaus Hautsch²

¹ University of Technology Sydney · ² Humboldt-Universität zu Berlin

DOI

10.1016/j.finmar.2006.12.002

Volume

10

Issue

3

Pages

249-286

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 ✓