Journal of Financial Markets Vol. 2 No. 2 1999

Order flow composition and trading costs in a dynamic limit order market

Thierry Foucault

HEC Paris

DOI

10.1016/s1386-4181(98)00012-3

Volume

2

Issue

2

Pages

99-134

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓