Author:
Hasbrouck Joel,Saar Gideon
Subject
Economics and Econometrics,Finance
Reference46 articles.
1. Limit orders, depth and volatility: evidence from the Stock Exchange of Hong Kong;Ahn;Journal of Finance,2001
2. Survival Analysis Using the SAS System: a Practical Guide;Allison,1995
3. Limit versus market orders. Working paper;Angel,1994
4. Imperfect competition in financial markets: Island vs. Nasdaq. Working paper;Biais,2003
5. An empirical analysis of the limit order book and the order flow in the Paris Bourse;Biais;Journal of Finance,1995
Cited by
175 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献