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
36
From page
99
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