Journal of Financial Markets
Vol. 8
No. 1
2005
The information content of the limit order book: evidence from NYSE specialist trading decisions
Lawrence E.
Harris1;
Venkatesh
Panchapagesan2
1 Fred V. Keenan Chair in Finance, Marshall School of Business at USC, USA · 2 Washington University in St. Louis
- DOI
- 10.1016/j.finmar.2004.07.001
- Volume
- 8
- Issue
- 1
- Pages
- 25-67
- Language
- en
- Sources
-
openalex
crossref
Cite