Quote setting and price formation in an order driven market

Author: Handa P.   Schwartz R.   Tiwari A.  

Publisher: Elsevier

ISSN: 1386-4181

Source: Journal of Financial Markets, Vol.6, Iss.4, 2003-08, pp. : 461-489

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract