Limit order markets, liquidity, and price impact

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2004.

Bibliographic Details
Main Author:	Rosu, Ioanid, 1970-
Other Authors:	Andrew W. Lo.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2005
Subjects:	Sloan School of Management.
Online Access:	http://hdl.handle.net/1721.1/29438

Internet

http://hdl.handle.net/1721.1/29438