Estimating the Gains from Trade in Limit‐Order Markets

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|6|2753-2804

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.6, 2006-12, pp. : 2753-2804

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Abstract