The role of communication and imitation in limit order markets
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. 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.
Volume (Year): 71 (2009)
Issue (Month): 4 (October)
|Contact details of provider:|| Web page: http://www.springer.com|
Web page: http://publications.edpsciences.org/
|Order Information:||Web: http://www.springer.com/economics/journal/10051|
References listed on IDEAS
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.:
- Anonymous, 1991. "Economic forecasts," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 54, march.
- Anonymous, 1991. "New Zealand economic chronology 1990," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 54, june.
- Lo, Andrew W. & Craig MacKinlay, A., 1990.
"An econometric analysis of nonsynchronous trading,"
Journal of Econometrics,
Elsevier, vol. 45(1-2), pages 181-211.
- Andrew W. Lo & Craig A. MacKinlay, "undated". "An Econometric Analysis of Nonsyschronous-Trading," Rodney L. White Center for Financial Research Working Papers 19-89, Wharton School Rodney L. White Center for Financial Research.
- Andrew W. Lo & A. Craig MacKinlay, 1989. "An Econometric Analysis of Nonsynchronous Trading," NBER Working Papers 2960, National Bureau of Economic Research, Inc.
- Carl Chiarella & Giulia Iori, 2002. "A simulation analysis of the microstructure of double auction markets," Quantitative Finance, Taylor & Francis Journals, vol. 2(5), pages 346-353.
- anonymous, 1991. "Regional economic development and public policy," Monograph, Federal Reserve Bank of Kansas City, number 1991redap.
- Anonymous, 1991. "Economic Forecasts," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 54, september.
- AfDB AfDB, 2008. "List of Working Paper Series (1 - 95)," Working Paper Series 356, African Development Bank. Full references (including those not matched with items on IDEAS)