Concepedia
Journal of Financial Markets · 2003 · 53 citations · 44 references
BusinessFinanceFinancial EconomicsFinancial MarketsCapacity ExpansionExpansion StrategyMarket ExpansionMarket MicrostructureLimit Order MarketsLimit Order TradingMarketable Limit Order
44
Market Microstructure Theory.
Steven C. Mann, Maureen O’Hara · The Journal of Finance · 1996 · 1.2K citations
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
Bruno Biais, Pierre Hillion, Chester S. Spatt · The Journal of Finance · 1995 · 1.1K citations
Business, Business Economics, Economics +17
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE
Roger D. Huang, Hans R. Stoll · Journal of Financial Economics · 1996 · 1.1K citations
Business, Economics, Finance +14
Economic News and Bond Prices: Evidence from the U.S. Treasury Market
Pierluigi Balduzzi, Edwin J. Elton, T. Clifton Green · Journal of Financial and Quantitative Analysis · 2001 · 933 citations
Business, Economics, Finance +16
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
Michael J. Fleming, Eli M. Remolona · The Journal of Finance · 1999 · 726 citations · Full text
Business, Economics, Finance +17