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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 65.2002, 1, p. 31-72
|
Saved in:
Saved in favorites
Similar items by person
-
ECONOMETRIC MODELS OF LIMIT-ORDER EXECUTIONS
Lo, Andrew W., (1997)
-
Econometric models of limit-order executions
Lo, Andrew W., (1997)
-
Econometric models of limit-order executions
Lo, Andrew W., (2002)
- More ...