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

A.A. Trujillo Barrera (Speaker), Pennings, J. M. E. (Contributor)

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 States
Degree of RecognitionInternational