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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
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Preferencing, internalization and inventory position
Lescourret, Laurence; Robert, Christian Yann - 2006
Persistent link: https://www.econbiz.de/10003444328
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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