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• Theo Nijman

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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 3 (1996)
Issue (Month): 2 (June)
Pages: 193-213
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Handle: RePEc:eee:empfin:v:3:y:1996:i:2:p:193-213

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1. Miguel Angel Martinez & Gonzalo Rubio & Mikel Tapia, 2003. "Understanding the ex-Ante cost of liquidity in the limit order book: A note," DFAEII Working Papers 200203, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
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3. Sandro Brusco & Carolina Manzano & Mikel Tapia, 2003. "Price Discovery In The Pre-Opening Period. Theory And Evidence From The Madrid Stock Exchange," Business Economics Working Papers wb035814, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
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