Quotes, Order Flow, and Price Discovery

Author:

BLUME MARSHALL E.,GOLDSTEIN MICHAEL A.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference32 articles.

1. Blume , Marshall E. Michael A. Goldstein 1992 Displayed and effective spreads by market, Working paper No. 27-92, Rodney L. White Center, The Wharton School

2. Doede , Robert W. 1967 The monopoly power of the New York Stock Exchange, Ph.D. dissertation, University of Chicago

3. Is the electronic open limit order book inevitable;Glosten;The Journal of Finance,1994

4. The informational role of upstairs and downstairs trading;Grossman;The Journal of Business,1992

5. Consolidation, fragmentation, segmentation and regulation;Harris;Financial Markets Institutions & Instruments,1993

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