Liquidity: Systematic Liquidity, Commonality, and High Frequency Trading

Research output: Chapter in Book/Report/Conference proceeding › Chapter

3 Citations (Scopus)

Original language	English
Title of host publication	High Frequency Trading a Practical Approach
Publisher	Elsevier
Pages	197-214
ISBN (Print)	ISBN 978-0-12-802205-4
Publication status	Published - 2015

Cite this

@inbook{bc96d9bd2c4c4c8492a12abfa70b9f8c,

title = "Liquidity: Systematic Liquidity, Commonality, and High Frequency Trading",

author = "anderson RGA and Jane Binner and B Hagstomer and B Nilsson",

year = "2015",

language = "English",

isbn = "ISBN 978-0-12-802205-4",

pages = "197--214",

booktitle = "High Frequency Trading a Practical Approach",

publisher = "Elsevier",

}