✦ LIBER ✦

Floors, dealer markets and limit order markets

✍ Scribed by Bruno Biais; Thierry Foucault; François Salanié

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Working Orders in Limit Order Markets an

✍ KERRY BACK; SHMUEL BARUCH 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 211 KB

Expandable limit order markets

✍ Leslie Boni; Chris Leach 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 386 KB

Informed traders and limit order markets

✍ Ronald L. Goettler; Christine A. Parlour; Uday Rajan 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 458 KB

Order aggressiveness in limit order book

✍ Angelo Ranaldo 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 210 KB

Empirical Analysis of Limit Order Market

✍ Hollifield, Burton; Miller, Robert A.; Sandås, Patrik 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 372 KB

Feedback and efficiency in limit order m

✍ Damien Challet 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 322 KB