𝔖 Bobbio Scriptorium
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The information content of powder lineshapes in the fast motion limit

✍ Scribed by D.A Torchia; Attila Szabo


Book ID
103192076
Publisher
Elsevier Science
Year
1985
Weight
370 KB
Volume
64
Category
Article
ISSN
0022-2364

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The information content of an open limit
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## Abstract Using data from the Australian Stock Exchange, the authors assess the information content of an open limit‐order book with a particular focus on the incremental information contained in the limit orders behind the best bid and offer. The authors find that the order book is moderately in