Distilling liquidity costs from limit order books

Diego Amaya, Jean-Yves Filbien, Cédric Okou, Alexandre F. Roch

Open source

DOI: 10.1016/j.jbankfin.2018.06.009
Published: 2018-09
Container: Journal of Banking & Finance
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.jbankfin.2018.06.009,
  title = {Distilling liquidity costs from limit order books},
  author = {Diego Amaya and Jean-Yves Filbien and Cédric Okou and Alexandre F. Roch},
  year = {2018},
  journal = {Journal of Banking \&amp; Finance},
  doi = {10.1016/j.jbankfin.2018.06.009},
  url = {https://doi.org/10.1016/j.jbankfin.2018.06.009}
}

RIS

TY  - JOUR
TI  - Distilling liquidity costs from limit order books
AU  - Diego Amaya
AU  - Jean-Yves Filbien
AU  - Cédric Okou
AU  - Alexandre F. Roch
PY  - 2018
JO  - Journal of Banking &amp; Finance
DO  - 10.1016/j.jbankfin.2018.06.009
UR  - https://doi.org/10.1016/j.jbankfin.2018.06.009
ER  -

APA

Amaya, D., Filbien, J., Okou, C., & Roch, A. F. (2018). Distilling liquidity costs from limit order books. Journal of Banking & Finance. https://doi.org/10.1016/j.jbankfin.2018.06.009

Source records

crossref · retrieved 2026-09-26T16:47:37.412Z