Limit Orders and Volatility in a Hybrid Market: The Island ECN-Reference-Cited by-同舟云学术

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Limit Orders and Volatility in a Hybrid Market: The Island ECN

Published:2002 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Hasbrouck Joel,Saar Gideon

Publisher

Elsevier BV

Reference13 articles.

1. The quality of ECN and market maker quotes;R D Huang;Journal of Finance,2002

2. Econometric models of limit order execution;A W Lo;Journal of Financial Economics, Forthcoming,2002

3. Price dynamics in limit order markets;C Parlour;Review of Financial Studies,1998

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