Empirical analysis of limit order markets /
Burton Hollifield, Robert A Miller, Patrik Sandås.

Description

Tools

Cite this Export citation file

Main Author: Hollifield, Burton.
Related Names: Sandås, Patrik.
Miller, Robert A.
Language(s): English
Published: London : Centre for Economic Policy Research, 2001.
Subjects: Stock exchanges > Stock exchanges / Econometric models.
Auctions > Auctions / Econometric models.
Note: "June 2001"
Physical Description: 60 p. : ill. ; 21 cm.
Locate a Print Version: Find in a library

Viewability

Item Link	Original Source
Limited (search only) no.2843	University of Virginia

View HathiTrust MARC record

Similar Items

Market frictions and seemingly anomalous co-movements of index options and index futures quotes

Author: Fahlenbrach, Rüdiger.
Published: 2005

Liquidity supply and demand in limit order markets

Author: Hollifield, Burton.
Published: 2002

Imperfect market-monitoring and SOES trading

Author: Foucault, Thierry.
Published: 1999

August 1944 : the campaign for France

Author: Miller, Robert A., 1921-
Published: 1996

Computer program for economic evaluations of underground bituminous coal mines

Author: Miller, Robert A.
Published: 1971

Division commander : a biography of Major General Norman D. Cota

Author: Miller, Robert A., 1921-
Published: 1989

Geologic evaluation of sanitary landfill sites in Tennessee

Author: Miller, Robert A.
Published: 1972

Standards for illustrations in reports of the U.S. Geological Survey, Water Resources Division

Author: Balthrop, Barbara H.
Published: 1995

Availability of U.S. chromium resources

Author: Kingston, Gary A.
Published: 1970

Uganda elite study

Author: Miller, Robert A.
Published: 1976