Econometric models of limit-order executions

Andrew W. Lo, A. Craig MacKinlay, and June Zhang

Year of publication:	1999
Authors:	Lo, Andrew W. ; MacKinlay, Archie Craig ; Zhang, June
Publisher:	Philadelphia, PA
Subject:	Wertpapierhandel \| Securities trading \| Börsenkurs \| Share price \| Zeit \| Time \| Portfolio-Management \| Portfolio selection \| Marktmikrostruktur \| Market microstructure \| Transaktionskosten \| Transaction costs \| Ökonometrie \| Econometrics \| Theorie \| Theory \| Schätzung \| Estimation \| USA \| United States \| 1994-1995

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