Econometric Models of Limit-Order Executions
Year of publication: |
1997-11
|
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Authors: | Lo, Andrew W. ; MacKinlay, A. Craig ; Zhang, June |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Lo, Andrew W., A. Craig MacKinlay and June Zhang. "Econometric Models Of Limit-Order Executives," Journal of Financial Economics, 2002, v65(1,Jul), 31-71. Number 6257 |
Classification: | G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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