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"Tail expectation and imperfect competition in limit order book markets."

Shmuel Baruch, Lawrence R. Glosten (2019)

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DOI: 10.1016/J.JET.2019.07.008

access: closed

type: Journal Article

metadata version: 2020-02-24

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  - https://dblp.org/rec/journals/jet/BaruchG19
Shmuel Baruch, Lawrence R. Glosten:
Tail expectation and imperfect competition in limit order book markets. J. Econ. Theory 183: 661-697 (2019)

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