Limit Order Book as a Market for Liquidity
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/18/4/1171/5396882/hhi029.pdf
Reference51 articles.
1. A Theory of Intraday Patterns: Volume and Price Variability
2. Angel, J. , 1994, “Limit versus Market Orders,” working paper, Georgetown University.
3. An Anatomy of the "S & P Game": The Effects of Changing the Rules
4. Competing Mechanisms in a Common Value Environment
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