Empirical Analysis of Limit Order Markets

DOI10.1111/0034-6527.00313zbMath1103.91026OpenAlexW3122899455MaRDI QIDQ4663338

Patrik Sandås, Burton Hollifield, Robert A. Miller

Publication date: 30 March 2005

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/0034-6527.00313

zbMATH Keywords

trade-offsmonotonicity restrictionvaluation for the asset

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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