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

A.A. Trujillo Barrera, J.M.E. Pennings

Research output: Contribution to conferenceAbstractAcademic

Original languageEnglish
Publication statusPublished - Apr 2018
EventNCCC-134 Conference on Commodity Price Analysis, Forecasting, and Market Risk Management, Minneapolis MN April 16-17 - Minneapolis MN, United States
Duration: 16 Apr 201817 Apr 2018

Conference

ConferenceNCCC-134 Conference on Commodity Price Analysis, Forecasting, and Market Risk Management, Minneapolis MN April 16-17
CountryUnited States
CityMinneapolis MN
Period16/04/1817/04/18

Cite this

Trujillo Barrera, A. A., & Pennings, J. M. E. (2018). An Evaluation of Liquidity Measures in Market Microstructure: The Roll of Full Order Book Information. Abstract from NCCC-134 Conference on Commodity Price Analysis, Forecasting, and Market Risk Management, Minneapolis MN April 16-17, Minneapolis MN, United States.