Price dynamics in limit order markets

Review of Financial Studies

Volumn 11, Issue 4, 1998, Pages 789-816

  Parlour, Christine A ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032336023     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/11.4.789     Document Type: Article

References (27)

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