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Liquidity supply and demand : empirical evidence from the Vancouver stock exchange
Hollifield, Burton; Miller, Robert Allen; Sandås, Patrik; … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004160
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Estimating the gains from trade in limit order markets
Hollifield, Burton; Miller, Robert Allen; Sandås, Patrik; … - 2004
Persistent link: https://www.econbiz.de/10002123583
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Estimating the gains from trade in limit-order markets
Hollfield, Burton; Miller, Robert Allen; Sandås, Patrik; … - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2753-2804
Persistent link: https://www.econbiz.de/10003398501
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Estimating the gains from trade in limit order markets
Hollifield, Burton; Miller, Robert Allen; Sandås, Patrik; … - 2004 - rev
Persistent link: https://www.econbiz.de/10003229578
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Liquidity supply and demand in limit order markets
Hollifield, Burton; Miller, Robert Allen; Sandås, Patrik; … - 2002
Persistent link: https://www.econbiz.de/10013424250