Quote setting and price formation in an order driven market
| Year of publication: |
2003
|
|---|---|
| Authors: | Handa, Puneet ; Schwartz, Robert ; Tiwari, Ashish |
| Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 6.2003, 4, p. 461-489
|
| Publisher: |
Elsevier |