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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Modelling adverse selection on electronic order-driven markets
Mercorelli, Louis R.
;
Michayluk, David
;
Hall, Anthony D.
-
2008
Persistent link: https://www.econbiz.de/10003856822
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2
Migration of price discovery with constrained futures markets
Hall, Anthony D.
;
Kofman, Paul
;
Manaster, Steven
-
2001
Persistent link: https://www.econbiz.de/10001732823
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