مرکز منطقه ای اطلاع رساني علوم و فناوري - Order flow composition and trading costs in a dynamic limit order market

Title of article :

Order flow composition and trading costs in a dynamic limit order market

Author/Authors :

Thierry Foucault، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

To page :

134

Keywords :

Market microstructure , Limit order markets , Limit and market orders , Tradingcosts , Order #ow composition

Journal title :

Journal of Financial Markets

Serial Year :

1999

Journal title :

Journal of Financial Markets

Record number :

189366

Link To Document :