Roberto Riccò

Bocconi University - Department of Finance

Via Roentgen 1

Milano, MI 20136

Italy

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Scholarly Papers (1)

1.

Information, Liquidity, and Dynamic Limit Order Markets

Number of pages: 57 Posted: 07 Sep 2017 Last Revised: 24 May 2018
Roberto Riccò, Barbara Rindi and Duane J. Seppi
Bocconi University - Department of Finance, Bocconi University and IGIER and Baffi Carefin and Carnegie Mellon University - David A. Tepper School of Business
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Abstract:

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Limit order markets, asymmetric information, liquidity, market microstructure