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Limit order book as a market for liquidity
Foucault, Thierry; Kadan, Ohad; Kandel, Eugene - In: The review of financial studies 18 (2005) 4, pp. 1171-1217
Persistent link: https://www.econbiz.de/10003352776
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Does anonymity matter in electronic limit order markets?
Foucault, Thierry; Moinas, Sophie; Theissen, Erik - In: The review of financial studies 20 (2007) 5, pp. 1707-1747
Persistent link: https://www.econbiz.de/10003621228
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Illiquidity contagion and liquidity crashes
Cespa, Giovanni; Foucault, Thierry - In: The review of financial studies 27 (2014) 6, pp. 1615-1660
Persistent link: https://www.econbiz.de/10010371396