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An Empirical Analysis of Limit Order Markets
Hollifield, Burton; Miller, Robert A.; Sandas, patrik - Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005656944
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Adverse Selection and Competitive Market Making: Empirical Evidence from a Pure Limit Order Market
Sandas, Patrik - Rodney L. White Center for Financial Research, Wharton …
Adverse Selection and Competitive Market Making: Empirical Evidence from a Pure Limit Order Market<p> Patrik Sandas<p> Review of Financial Studies, Volume 14, 2001, pp. 705-734
Persistent link: https://www.econbiz.de/10005656958
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Imperfect Market Monitoring and SOES Trading
Foucalt, Thierry; Roell, Ailsa; Sandas, Patrik - Rodney L. White Center for Financial Research, Wharton …
Persistent link: https://www.econbiz.de/10005657062