This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Market microstructure: A survey of microfoundations, empirical results, and policy implications Author info | Abstract | Publisher info | Download info | Related research | Statistics Biais, Bruno Glosten, Larry Spatt, Chester Additional information is available for the following
registered author(s):
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Financial Markets .
Volume (Year): 8 (2005)Issue (Month): 2 (May)Pages: 217-264Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Handle: RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264Contact details of provider: http://www.elsevier.com/locate/finmar
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Other versions of this item:
Cited by :explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)Degryse, H.A. & Achter, M. van & Wuyts, G., 2007.
"Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network Discussion Paper
2007-017, Tilburg University, Tilburg Law and Economic Center.
[Downloadable!]
Salomonsson, Marcus, 2006.
"Endogenous Noise Traders Working Paper Series in Economics and Finance
644, Stockholm School of Economics.
[Downloadable!]
Han N. Ozsoylev & Shino Takayama, 2005.
"Price, Trade Size, and Information Revelation in Multi-Period Securities Markets OFRC Working Papers Series
2005fe10, Oxford Financial Research Centre.
[Downloadable!]
BIAIS, Bruno & GREEN, Richard, 2007.
"The Microstructure of the Bond Market in the 20th Century IDEI Working Papers
482, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
Ana González & Gonzalo Rubio, 2007.
"Portfolio Choice and the Effects of Liquidity Economics Working Papers
1035, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Hans Degryse & Mark Van Achter & Gunther Wuyts, 2007.
"Dynamic order submission strategies with competition between a dealer market and a crossing network Research series
200712-15, National Bank of Belgium.
[Downloadable!]
Joshua V. Rosenberg & Leah G. Traub, 2006.
"Price discovery in the foreign currency futures and spot market Staff Reports
262, Federal Reserve Bank of New York.
[Downloadable!]
Bea Canto & Roman Kräussl, 2006.
"Stock Market Interactions and the Impact of Macroeconomic News – Evidence from High Frequency Data of European Futures Markets CFS Working Paper Series
2006/25, Center for Financial Studies.
[Downloadable!]
Access and
download statistics Did you know? No RePEc service, like IDEAS, charges for the use or the display of bibliographic data.
This page was last updated on 2008-8-8.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .