Liquidity supply and adverse selection in a pure limit...

Empirical Economics 2006 / 01 Vol. 30; Iss. 4

Liquidity supply and adverse selection in a pure limit order book market

Stefan Frey, Joachim Grammig
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Volume:
30
Language:
english
Pages:
27
DOI:
10.1007/s00181-005-0009-6
Date:
January, 2006
File:
PDF, 269 KB
english, 2006
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