Minimum price variations, time priority and quotes dynamics
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- 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.
- 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.
- Thierry Foucault & Tito Cordella, 2011. "Minimum Price Variations, Time Priority and Quote Dynamics," Working Papers hal-00600249, HAL.
References listed on IDEAS
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More about this item
KeywordsMarket--microstructure; tick size; time priority; quotes formation; trading costs;
- G19 - Financial Economics - - General Financial Markets - - - Other
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-09-14 (All new papers)
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