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

Journal of Financial Markets

Volumn 2, Issue 2, 1999, Pages 99-134

  Foucault, Thierry ^a  

^a HEC PARIS   (France)

Author keywords

Limit and market orders; Limit order markets; Market microstructure; Order flow composition; Trading costs

Indexed keywords

EID: 0033128130     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(98)00012-3     Document Type: Article

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