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The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas - In: Trading costs on US exchanges : an empirical examination, (pp. 23-69). 1996
Persistent link: https://www.econbiz.de/10001433304
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455779
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455818
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Unternehmensbewertung und Marktpreisfindung : zur Mikrostruktur des Kapitalmarktes
Casey, Christopher - 2000
Persistent link: https://www.econbiz.de/10001461309
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Market microstructure models and the Markov property
Amaro de Matos, João; Fernandes, Marcelo - 2000
Persistent link: https://www.econbiz.de/10001541064
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The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000), pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
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Ergodic fluctuations in a stock market model with interacting agents
Horst, Ulrich - 1999
Persistent link: https://www.econbiz.de/10001470275
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Insiderhandel und Optionspreisspannen
Behr, Matina L. - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001516335
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Liquidity provision with limit orders and a strategic specialist
Seppi, Duane J. - In: The review of financial studies 10 (1997) 1, pp. 103-150
Persistent link: https://www.econbiz.de/10001216510
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Splitting orders
Bernhardt, Dan - In: The review of financial studies 10 (1997) 1, pp. 69-101
Persistent link: https://www.econbiz.de/10001216513