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A Taxonomy of Automated Trade Execution Systems Author info | Abstract | Publisher info | Download info | Related research | Statistics Ian Domowitz
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Paper provided by International Monetary Fund in its series IMF Working Papers with number
92/76.
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Date of creation: 01 Sep 1992Date of revision:
Handle: RePEc:imf:imfwpa:92/76Contact details of provider: Postal: International Monetary Fund, Washington, DC USA Phone: (202) 623-7000 Fax: (202) 623-4661 Email: Web page: http://www.imf.org/external/pubind.htm More information through EDIRC
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Stock markets ; Capital markets ; Bonds ; 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.)Burton Hollifield & Robert A. Miller & patrik Sandas, .
"An Empirical Analysis of Limit Order Markets ,"
Rodney L. White Center for Financial Research Working Papers
29-99, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!]
Ian Domowitz & Jack Glen & Ananth Madhavan, 2000.
"Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time ,"
William Davidson Institute Working Papers Series
322, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Other versions:
Domowitz, Ian & Glen, Jack & Madhavan, Ananth, 2001.
"Liquidity, Volatility and Equity Trading Costs across Countries and over Time ,"
International Finance ,
Blackwell Publishing, vol. 4(2), pages 221-55, Summer.
[Downloadable!] (restricted) Charles Goodhart & Takatoshi Ito & Richard Payne, 1995.
"One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System ,"
NBER Technical Working Papers
0179, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Hollifield, Burton & Miller, Robert & Sandås, Patrik, 2001.
"Empirical Analysis of Limit Order Markets ,"
CEPR Discussion Papers
2843, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Burton Hollifield & Robert Miller & Patrik Sandas, .
"Empirical Analysis of Limit Order Markets ,"
GSIA Working Papers
-290183991, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Burton Hollifield & Robert A. Miller & Patrik Sandas, 2004.
"Empirical Analysis of Limit Order Markets ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 71(4), pages 1027-1063, October.
[Downloadable!] (restricted) Ingrid Lo & Stephen G. Sapp, 2007.
"Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? ,"
Working Papers
07-23, Bank of Canada.
[Downloadable!]
Paula C. Albuquerque, 2003.
"The Traditional Brokers: What are their Chances in the Forex? ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 205-220, November.
[Downloadable!]
Ian Domowitz, 2002.
"Liquidity, Transaction Costs, and Reintermediation in Electronic Markets ,"
Journal of Financial Services Research ,
Springer, vol. 22(1), pages 141-157, August.
[Downloadable!] (restricted)
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