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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of financial markets"
~person:"Foucault, Thierry"
~person:"Glosten, Larry"
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Market microstructure
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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Market microstructure : a survey of microfoundations, empirical results, and policy implications
Biais, Bruno
;
Glosten, Larry
;
Spatt, Chester S.
- In:
Journal of financial markets
8
(
2005
)
2
,
pp. 217-264
Persistent link: https://www.econbiz.de/10002852957
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2
Does anonymity matter in electronic limit order markets?
Foucault, Thierry
;
Moinas, Sophie
;
Theissen, Erik
-
2003
Persistent link: https://www.econbiz.de/10001829670
Saved in:
3
The microstructure of stock markets
Biais, Bruno
-
2002
Persistent link: https://www.econbiz.de/10013423876
Saved in:
4
Order flow composition and trading costs in a dynamic limit order market
Foucault, Thierry
- In:
Journal of financial markets
2
(
1999
)
2
,
pp. 99-134
Persistent link: https://www.econbiz.de/10001426676
Saved in:
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