Empirical Analysis of Limit Order Markets
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More about this item
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-04-03 (All new papers)
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