1

The Ecology of an Order-Driven Market

Year:
1998
Language:
english
File:
PDF, 1.32 MB
english, 1998
2

Limit Order Trading

Year:
1996
Language:
english
File:
PDF, 1.70 MB
english, 1996
3

Quote setting and price formation in an order driven market

Year:
2003
Language:
english
File:
PDF, 398 KB
english, 2003
5

Arbitrage Pricing with Estimation Risk

Year:
1993
Language:
english
File:
PDF, 2.28 MB
english, 1993
8

Equilibrium Factor Pricing with Heterogeneous Beliefs

Year:
1991
Language:
english
File:
PDF, 1.32 MB
english, 1991
10

Limit Order Trading

Year:
1996
Language:
english
File:
PDF, 762 KB
english, 1996
11

How Best to Supply Liquidity to a Securities Market

Year:
1996
Language:
english
File:
PDF, 5.05 MB
english, 1996
12

Dynamic price discovery

Year:
1996
Language:
english
File:
PDF, 1.37 MB
english, 1996
13

An economic analysis of leasebacks

Year:
1991
Language:
english
File:
PDF, 722 KB
english, 1991
15

Price Improvement and Price Discovery on a Primary Market

Year:
1999
Language:
english
File:
PDF, 715 KB
english, 1999
16

Quote Setting and Price Formation in an Order Driven Market

Year:
1999
Language:
english
File:
PDF, 684 KB
english, 1999