Work

A Specialist's Quoted Depth and the Limit Order Book

Year: 1999

Type: article

Source: The Journal of Finance

DOI: 10.1111/0022-1082.00124

Author: Kenneth A. Kavajecz

Institution: University of Pennsylvania

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2051348037

FWCI: 34.39

Cites: 27

Cited by: 253

Related to: 10