Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist
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Volume (Year): 59 (1994)
Issue (Month): 1 (February)
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- Gould, John P & Verrecchia, Robert E, 1985. "The Information Content of Specialist Pricing," Journal of Political Economy, University of Chicago Press, vol. 93(1), pages 66-83, February.
- Domowitz, Ian, 1990. "The mechanics of automated trade execution systems," Journal of Financial Intermediation, Elsevier, vol. 1(2), pages 167-194, June.
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