Market architecture: Limit-order books versus dealership markets

Journal of Financial Markets

Volumn 5, Issue 2, 2002, Pages 127-167

  Viswanathan, S ^a   Wang, James J D ^b  

^a DUKE UNIVERSITY   (United States)

^b Banner Thunderbird Medical Center   (United States)

Author keywords

Dealership; Limit order book; Market microstructure

Indexed keywords

EID: 0042286594     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(01)00025-8     Document Type: Article

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