A dynamic model of the limit order book

Review of Financial Studies

Volumn 22, Issue 11, 2009, Pages 4601-4641

  Roşu, Ioanid ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 71949126766     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp011     Document Type: Article

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