Excess demand and equilibration in multi-security financial markets: the empirical evidence
- 31 January 2003
- journal article
- Published by Elsevier in Journal of Financial Markets
- Vol. 6 (1) , 1-21
- https://doi.org/10.1016/s1386-4181(02)00042-3
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order MarketThe Review of Financial Studies, 2001
- Basic Principles of Asset Pricing Theory: Evidence from
Large-Scale Experimental Financial MarketsSSRN Electronic Journal, 2000
- Liquidity Provision with Limit Orders and a Strategic SpecialistThe Review of Financial Studies, 1997
- Is the Electronic Open Limit Order Book Inevitable?The Journal of Finance, 1994
- Continuous Auctions and Insider TradingEconometrica, 1985
- Bid, ask and transaction prices in a specialist market with heterogeneously informed tradersJournal of Financial Economics, 1985
- A critique of the asset pricing theory's tests Part I: On past and potential testability of the theoryJournal of Financial Economics, 1977
- The Stability of a Competitive Economy: A Survey ArticleEconometrica, 1962