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Price formation and order placement strategies in a dynamic order driven market

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  • Thierry Foucault

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File URL: http://www.econ.upf.edu/docs/papers/downloads/99.pdf
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Bibliographic Info

Paper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 99.

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Date of creation: Jun 1994
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Handle: RePEc:upf:upfgen:99

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Web page: http://www.econ.upf.edu/

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Cited by:
  1. José V. Rodríguez Mora, 1995. "Shared knowledge," Economics Working Papers 144, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Luisa Fuster, 1995. "Altruism, uncertain lifetime and the distribution of wealth," Economics Working Papers 150, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Nir Dagan, 1996. "Recontracting and Competition," Economic theory and game theory 013, Nir Dagan, revised Jun 1996.
  4. Antonio Ciccone & Kiminori Matsuyama, 1995. "Start-up costs and pecuniary externalities as barriers to economic development," Economics Working Papers 142, Department of Economics and Business, Universitat Pompeu Fabra.
  5. Sjaak Hurkens & Nir Vulkan, 1996. "Information acquisition and entry," Economics Working Papers 155, Department of Economics and Business, Universitat Pompeu Fabra.
  6. Gouriéroux, Christian & Jasiak, Joanna & Le Fol, Gaëlle, 1999. "Intra-day market activity," Economics Papers from University Paris Dauphine 123456789/5478, Paris Dauphine University.
  7. Andrew W. Lo & A. Craig MacKinlay & June Zhang, 1997. "Econometric Models of Limit-Order Executions," NBER Working Papers 6257, National Bureau of Economic Research, Inc.

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