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[Rezension von: Vives, Xavier, Information and learning in markets, the impact of market microstructure]
Glosten, Lawrence R. - In: Journal of economic literature 47 (2009) 3, pp. 802-804
Persistent link: https://www.econbiz.de/10008778381
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Discriminatory limit order books, uniform price clearing and optimality
Glosten, Lawrence R. - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 3-17
Persistent link: https://www.econbiz.de/10003424660
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Equilibrium in an electronic open limit order book
Glosten, Lawrence R. - 1992
Persistent link: https://www.econbiz.de/10000864664