Advances in Quantitative Analysis of Finance and Accounting (New Series) is an annual publication designed to disseminate developments in the quantitative analy

Advances in Quantitative Analysis of Finance and Accounting (New Series) is an annual publication designed to disseminate developments in the quantitative analy

Alexandra Hachmeister’s thesis empirically analyzes and positively answers the question whether informed traders provide liquidity in an open limit order book

Published in 1998. This text is designed as not only a summary of a number of years of reflections by many different researchers, but also a guide for future re

This volume contains a selection of papers presented at the biannual meeting of the Classification and Data Analysis Group of Societa Italiana di Statistica, wh