Equilibrium in a dynamic limit order market
Year of publication: |
2005
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Authors: | Goettler, Ronald L. ; Parlour, Christine A. ; Rajan, Uday |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 60.2005, 5, p. 2149-2192
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Subject: | Finanzmarktregulierung | Financial market regulation | Wertpapierhandel | Securities trading | Markov-Kette | Markov chain | Transaktionskosten | Transaction costs | Theorie | Theory | Extensives Spiel | Extensive form game | Gleichgewichtsmodell | Equilibrium model |
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