Order book modeling and financial stability
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Business and International Management
Link
http://link.springer.com/content/pdf/10.1007/s11403-018-0227-6.pdf
Reference77 articles.
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4. Barclay MJ, Hendershott T, McCormick DT (2003) Competition among trading venues: information and trading on electronic communications networks. J Finance 58:2637–2665. https://doi.org/10.1046/j.1540-6261.2003.00618.x
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