Estimating the intensity of buy and sell arrivals in a limit order book market

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dc.contributor.author Hautsch, Nikolaus en_US
dc.contributor.author Mcculloch, James en_US
dc.contributor.author Hall, Tony en_US
dc.contributor.editor en_US
dc.contributor.editor -- en_US
dc.date.accessioned 2010-05-18T06:53:32Z
dc.date.available 2010-05-18T06:53:32Z
dc.date.issued 2003 en_US
dc.identifier 2003002382 en_US
dc.identifier.citation Hall Anthony, Hautsch Nikolaus, and Mcculloch James 2003, 'Estimating the intensity of buy and sell arrivals in a limit order book market', European Meeting of Economtric Society, Stickholm, Sweden, pp. 1-23. en_US
dc.identifier.issn en_US
dc.identifier.other E1 en_US
dc.identifier.uri http://hdl.handle.net/10453/7574
dc.publisher European Meeting of Economtric Society en_US
dc.relation.isbasedon http://www.eea-esem.com/papers/eea-esem/2003/2535/Hall_Hautsf en_US
dc.title Estimating the intensity of buy and sell arrivals in a limit order book market en_US
dc.parent 58th European Meeting of the Econometric Society en_US
dc.journal.volume en_US
dc.journal.number en_US
dc.publocation Stickholm, Sweden en_US
dc.identifier.startpage 1 en_US
dc.identifier.endpage 23 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference en_US
dc.conference Verified OK en_US
dc.conference.location Stockholm, Sweden en_US
dc.for 150202 en_US
dc.personcode 970384 en_US
dc.personcode 0000020604 en_US
dc.personcode 030908 en_US
dc.percentage 50 en_US
dc.classification.name Financial Econometrics en_US
dc.classification.type FOR-08 en_US
dc.custom European Meeting of the Econometric Society en_US
dc.date.activity 20030819 en_US
dc.location.activity Stockholm, Sweden en_US
dc.staffid 030908 en_US


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