Narrow search
Showing 1 - 3 of 3
Cover Image
Transparency matters : price formation in the presence of order preferencing
Lescourret, Laurence; Robert, Christian Yann - In: Journal of financial markets 14 (2011) 2, pp. 227-258
Persistent link: https://www.econbiz.de/10009266998
Cover Image
Volatility and covariation estimation when microstructure noise and trading times are endogenous
Robert, Christian Yann; Rosenbaum, Mathieu - In: Mathematical finance : an international journal of … 22 (2012) 1, pp. 133-164
Persistent link: https://www.econbiz.de/10009554688
Cover Image
Preferencing, internalization and inventory position
Lescourret, Laurence; Robert, Christian Yann - 2006
Persistent link: https://www.econbiz.de/10003444328