Work

Econometric models of limit-order executions

Year: 2002

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/s0304-405x(02)00134-4

Authors: Andrew W. Lo, A.Craig MacKinlay, June Zhang

Institutions: Massachusetts Institute of Technology, 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: W3122744430

FWCI: 17.99

Cites: 47

Cited by: 207

Related to: 9