Open Access
Liquidity Shocks and Order Book Dynamics
Author(s) -
Bruno Biais,
Pierre-Olivier Weill
Publication year - 2009
Language(s) - English
Resource type - Reports
DOI - 10.3386/w15009
Subject(s) - market liquidity , order (exchange) , order book , dynamics (music) , economics , business , financial economics , monetary economics , finance , psychology , pedagogy