Lipson, Marc (contributor) - 1999 - [Elektronische Ressource]
by studies of trades and
quotes alone.
Limit orders compete with market makers for order flow and also provide a pool of … in Harris and Hasbrouck (1996) and Griffiths, Smith, Turnbull and White (1999), among others.
6 Studies of clientele … of pair-wise changes in medians, compared the distribution of pre-split and
post-split event-time means and medians, and …