An Evaluation of Liquidity Measures in Market Microstructure: The Roll of Full Order Book Information

Activity: Talk or presentationOral presentationOther

Period16 Apr 201817 Apr 2018
Event titleNCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Event typeConference
LocationMinneapolis MN, United StatesShow on map
Degree of RecognitionInternational