Minimum Price Variations, Time Priority and Quote Dynamics
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Other versions of this item:
- Cordella, Tito & Foucault, Thierry, 1999. "Minimum Price Variations, Time Priority, and Quote Dynamics," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 141-173, July.
- Tito Cordella & Thierry Foucault, 1996. "Minimum price variations, time priority and quotes dynamics," Economics Working Papers 182, Department of Economics and Business, Universitat Pompeu Fabra.
- Cordella, Tito & Foucault, Thierry, 1997. "Minimum Price Variations, Time Priority and Quote Dynamics," CEPR Discussion Papers 1717, C.E.P.R. Discussion Papers.
- Thierry Foucault & Tito Cordella, 1999. "Minimum Price Variations, Time Priority and Quote Dynamics," Post-Print hal-00459772, HAL.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsMarket-Microstructure; Quote Formation; Tick Size; Time Priority; Trading Costs;
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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