Market making with price limits

The American Economic Review

American Economic Review · 2013 · 8.3K citations

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Components of the Bid‐Ask Spread and the Statistical Properties of Transaction Prices

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A theory of price limits in futures markets

Michael J. Brennan · Journal of Financial Economics · 1986 · 221 citations

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Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets

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Limit moves and price resolution: The case of the treasury bond futures market

K. Christopher, Ramesh P. Rao, R. Stephen Sears · Journal of Futures Markets · 1989 · 100 citations

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