Equilibrium in a dynamic limit order market

Journal of Finance

Volumn 60, Issue 5, 2005, Pages 2149-2192

  Goettler, Ronald L ^a   Parlour, Christine A ^a   Rajan, Uday ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25844449340     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2005.00795.x     Document Type: Review

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