Order placement strategies in a pure limit order book market

Journal of Financial Research

Volumn 31, Issue 2, 2008, Pages 113-140

  Cao, Charles ^a   Hansch, Oliver ^a   Wang, Xiaoxin ^b  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 43949086207     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2008.00234.x     Document Type: Article

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