Empirical Analysis of Limit Order Markets

• 1 October 2004
• journal article
• Published by Oxford University Press (OUP) in The Review of Economic Studies
• Vol. 71  (4) , 1027-1063
• https://doi.org/10.1111/j.1467-937x.2004.00313.x

Abstract

Keywords

• ANALYSIS OF LIMIT
• ORDER MARKETS
• MONOTONICITY
• ORDER SUBMISSION
• OPTIMAL
• LIMIT ORDER MARKET
• STOCK
• TRADER'S

All Related Versions

• Version 1, RePEc (Unconfirmed version)
• Version 1, RePEc (Unconfirmed version)
• Version 1, 2001-01-01, RePEc (Unconfirmed version)