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Volumn 4, Issue 3, 1995, Pages 213-241

An integrated model of market and limit orders

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EID: 0000994446     PISSN: 10429573     EISSN: 10960473     Source Type: Journal    
DOI: 10.1006/jfin.1995.1010     Document Type: Article
Times cited : (121)

References (23)
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  • 9
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    • Order form and information in securities markets
    • Easley, D„ and O’Hara, M. (1991). Order form and information in securities markets. J Finance 46, 905-927.
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    • Easley, D.1    O’Hara, M.2
  • 11
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    • Ts the electronic open limit order book inevitable?
    • Glosten, L. R. (1994). ts the electronic open limit order book inevitable? J. Finance 49, 1127-1161.
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    • Glosten, L.R.1
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    • Bid, ask, and transaction prices in a specialist market with heterogeneously informed traders
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    • Glosten, L. R., and Milgrom, P. R. (1985). Bid, ask, and transaction prices in a specialist market with heterogeneously informed traders, J. Finan. Econ. 14, 71-KX).
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