Limit order book as a market for liquidity :: Thierry Foucault :: Centre for Economic Policy Research 2001 :: OBNB, the Open British National Bibliography

Publication Data

Title Limit order book as a market for liquidity
Author Thierry Foucault
Contributors Ohad Kadan, Eugene Kandel, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2001
Publication location London
Language English

Topics

Stock exchanges :: Mathematical models
Securities :: Prices :: Mathematical models

Catalogue Data

OBNB ID GBA168136
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 54p.
P1042 Includes bibliographical references.

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Limit order book as a market for liquidity by Thierry Foucault. Published by Centre for Economic Policy Research in 2001. Publication and catalogue information, links to buy online and reader comments.