Staff Publications

Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

    We have a manual that explains all the features 

Record number 549284
Title An Evaluation of Liquidity Measures in Market Microstructure: The Roll of Full Order Book Information
Author(s) Trujillo Barrera, A.A.; Pennings, J.M.E.
Event NCCC-134 Conference on Commodity Price Analysis, Forecasting, and Market Risk Management, Minneapolis MN April 16-17, Minneapolis MN, 2018-04-16/2018-04-17
Department(s) WASS
Marketing and Consumer Behaviour
Publication type Abstract in scientific journal or proceedings
Publication year 2018
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