Work

Order flow composition and trading costs in a dynamic limit order market

Year: 1999

Type: article

Source: Journal of Financial Markets

DOI: 10.1016/s1386-4181(98)00012-3

Author: Thierry Foucault

Institution: HEC Paris

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1992799117

FWCI: 10.72

Cites: 26

Cited by: 645

Related to: 10