Informed traders and limit order markets

Journal of Financial Economics

Volumn 93, Issue 1, 2009, Pages 67-87

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

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Computational game; Endogenous information acquisition; Informed traders; Limit order market

Indexed keywords

EID: 67449103079     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2008.08.002     Document Type: Article

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