Limit order markets, liquidity, and price impact

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

书目详细资料
主要作者: Rosu, Ioanid, 1970-
其他作者: Andrew W. Lo.
格式: Thesis
语言:eng
出版: Massachusetts Institute of Technology 2005
主题:
在线阅读:http://hdl.handle.net/1721.1/29438