Limit order book as a market for liquidity

Review of Financial Studies

Volumn 18, Issue 4, 2005, Pages 1171-1217

  Foucault, Thierry ^a   Kadan, Ohad ^b   Kandel, Eugene ^c,d  

^a CEPR   (United Kingdom)

^b WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

^c HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^d CEPR ^*  (Israel)

Author keywords

Limit and market orders Time to execution Market quality

Indexed keywords

EID: 21644449599     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhi029     Document Type: Review

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