Estimating the gains from trade in limit-order markets

Journal of Finance

Volumn 61, Issue 6, 2006, Pages 2753-2804

  Hollifield, Burton ^a   Miller, Robert A ^a   Sandås, Patrik ^b   Slive, Joshua ^c  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b UNIVERSITY OF VIRGINIA   (United States)

^c HEC MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33846231074     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2006.01004.x     Document Type: Article

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