Econometric models of limit-order executions
Year of publication: |
2002
|
---|---|
Authors: | Lo, Andrew W. ; MacKinlay, A. Craig ; Zhang, June |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 65.2002, 1, p. 31-71
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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