Work

Limit Order Book as a Market for Liquidity

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.269908

Authors: Thierry Foucault, Ohad Kadan, Eugene Kandel

Institutions: HEC Paris, Washington University in St. Louis, Arizona State University, Hebrew University of Jerusalem, Centre for Economic Policy Research

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2109577449

Cites: 30

Cited by: 98

Related to: 10