Order preferencing, adverse-selection costs, and the probability of information-based trading

Author： Chung Kee   Chuwonganant Chairat   McCormick D.  

Publisher： Springer Publishing Company

ISSN： 0924-865X

Source： Review of Quantitative Finance and Accounting, Vol.27, Iss.4, 2006-12, pp. : 343-364

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