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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 65.2002, 1, p. 31-72
|