Order flow composition and trading costs in dynamic limit order markets /

Main Author: Foucault, Thierry
Corporate Author: Centre for Economic Policy Research (Great Britain)
Format: Book
Language:English
Published: London : Centre for Economic Policy Research, 1998.
Series:Discussion paper series / Centre for Economic Policy Research, no. 1817
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050 1 4 |a HB1  |b .C47 no.1817 
100 1 4 |a Foucault, Thierry 
245 1 4 |a Order flow composition and trading costs in dynamic limit order markets /  |c Thierry Foucault. 
260 1 4 |a London :  |b Centre for Economic Policy Research,  |c 1998. 
300 1 4 |a 40 p. ;  |c 21 cm. 
490 1 4 |a Discussion paper series / Centre for Economic Policy Research,  |v no. 1817  |x 0265-8003 ; 
500 1 4 |a "February 1998". 
504 1 4 |a Includes bibliographical references. 
710 2 4 |a Centre for Economic Policy Research (Great Britain) 
952 |a GrThPMO  |b 59afd9ec6c5ad17d7e59d23c  |c 952a  |d 9528  |e HB1.C47 no.1817  |t 6  |x m  |z Books