Liquidity shocks and order book dynamics /

Main Author: Biais, B.
Corporate Author: National Bureau of Economic Research
Other Authors: Weill, Pierre-Olivier.
Format: Book
Language:English
Published: Cambridge, Mass. : National Bureau of Economic Research, 2009.
Series:NBER working paper series ; no. 15009.
Subjects:
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040 |a GrThPMO 
050 1 4 |a HB1  |b .N38 no. 15009 
100 1 4 |a Biais, B.  |q (Bruno) 
245 1 4 |a Liquidity shocks and order book dynamics /  |c Bruno Biais, Pierre-Olivier Weill. 
260 1 4 |a Cambridge, Mass. :  |b National Bureau of Economic Research,  |c 2009. 
300 1 4 |a 51 p. :  |b ill. ;  |c 22 cm. 
490 1 4 |a NBER working paper series ;  |v no. 15009. 
504 1 4 |a Includes bibliographical references. 
650 1 4 |a Stocks  |x Econometric models. 
700 1 4 |a Weill, Pierre-Olivier. 
710 2 4 |a National Bureau of Economic Research 
952 |a GrThPMO  |b 59b0147e6c5ad17d7e5ad3b5  |c 952a  |d 9528  |e HB1.N38 no. 15009  |t 7  |x m  |z Books