Order preferencing, adverse-selection costs, and the probability of information-based trading
| Year of publication: |
2006
|
|---|---|
| Authors: | Chung, Kee H. ; Chuwonganant, Chairat ; Mccormick, D.Timothy |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 27.2006, 4, p. 343-364
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