Econometric models of limit-order executions
| Year of publication: |
2002
|
|---|---|
| Authors: | Lo, Andrew W. ; MacKinlay, A. Craig ; Zhang, June |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 65.2002, 1, p. 31-71
|
| Publisher: |
Elsevier |