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Le Carnet d'Ordres : une revue de littérature

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  • Sophie Moinas

Abstract

For a few decades, there has been a proliferation of markets organized as electronic limit order books. This development has spurred considerable interest and raises several questions about so-called ?order-driven markets?. Providing an answer to these questions may help regulators as well as practitioners. In order to understand what is at stake, this article proposes a literature review to present the characteristics of a limit order market and its performance.

Suggested Citation

  • Sophie Moinas, 2008. "Le Carnet d'Ordres : une revue de littérature," Finance, Presses universitaires de Grenoble, vol. 29(1), pages 81-147.
    • Handle: RePEc:cai:finpug:fina_291_0081
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