1 research outputs found
Does the Open Limit Order Book Matter in Explaining Informational Volatility?
- Author
- A C Harvey
- A C Harvey
- Alessandro Beber
- Amber Anand
- Ananth Madhavan
- Ananth Madhavan
- Andrew Ellul
- Angelo Ranaldo
- Anthony D Hall
- Barbara Rindi
- Bruce N Lehmann
- Bruno Biais
- Bruno Biais
- C Gouri�roux
- Chan Kalok
- Charles Cao
- Charles M Jones
- Charles M Lee
- Christine A Parlour
- Christopher G Lamoureux
- Coef
- Coef
- Coef
- Daniel B Nelson
- David Easley
- David Easley
- David Veredas
- Duane Seppi
- Evan W Anderson
- F Bandi
- G Schwert
- H Jang
- Handa
- Hans R Stoll
- Hee-Joon Ahn
- Ioanid Rosu
- Joel Hasbrouck
- Joel Hasbrouck
- Joel Hasbrouck
- Joel Hasbrouck
- Jonathan Karpoff
- Jung-Wook Kim
- Kee-Hong Bae
- Kenneth A Kavajecz
- Lawrence Harris
- Lawrence R Glosten
- Lawrence R Glosten
- Lawrence R Glosten
- M Beine
- Mark Coppejans
- Mark D Griffiths
- Maureen
- Michael Y Zhang
- Milton Harris
- Mohammad Al-Suhaibani
- O Barndorff-Nielsen
- O Kim
- Paul Brockman
- Paul Irvine
- Peter R Hansen
- Ptile
- Puneet Handa
- Randi Naes
- Robert Bloomfield
- Robert F Engle
- Robert F Engle
- Robert F Engle
- Roberto Pascual
- Roberto Pascual
- Roberto Pascual
- Roberto Pascual
- Ron Kaniel
- Ronald L Goettler
- Ronald L Goettler
- S N Lahiri
- Thierry Foucault
- Thierry Foucault
- Thierry Foucault
- Thomas E Copeland
- Thomas J George
- Tim Bollerslev
- Torben G Andersen
- William H Greene
- Y A�t-Sahalia
- �lvaro Escribano
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2008
- Field of study