The mechanics of automated trade execution systems
- 30 June 1990
- journal article
- Published by Elsevier in Journal of Financial Intermediation
- Vol. 1 (2) , 167-194
- https://doi.org/10.1016/1042-9573(90)90004-y
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
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- Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price PressuresThe Journal of Finance, 1986
- Do Demand Curves for Stocks Slope Down?The Journal of Finance, 1986
- A simulation model of stock exchange tradingSIMULATION, 1983