Order flow composition and trading costs in a dynamic limit order market
Year of publication: |
1999
|
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Authors: | Foucault, Thierry |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 2.1999, 2, p. 99-134
|
Subject: | Marktmikrostruktur | Market microstructure | Börse | Bourse | Spieltheorie | Game theory | Börsenkurs | Share price | Theorie | Theory |
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