Title of article :
The information content of the limit order book: evidence from NYSE specialist trading decisions
Author/Authors :
Lawrence E. Harris، نويسنده , , Venkatesh Panchapagesan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Specialist trading , Limit order book , Market transparency , Limit order option values , Tick sizes , Minimum price increments
Journal title :
Journal of Financial Markets
Journal title :
Journal of Financial Markets