图书简介

Economics of Limit Orders: Discriminatory Limit Order Books, Uniform Price Clearing and Optimality (L R Glosten); Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice (M Coppejans et al.); Notes for a Contingent Claims Theory of Limit Order Markets (B N Lehmann); The Option Value of the Limit Order Book (A Frino et al.); Essays on Liquidity of Markets: The Cross-Section of Daily Variations in Liquidity (T Chordia et al.); Intraday Volatily on the NYSE and Nasdaq (D G Weaver); The Intraday Probability of Informed Trading on the NYSE (M A Goldstein et al.); Leases, Seats, and Spreads: The Determinants of the Returns to Leasing a NYSE Seat (T O Miller & M S Pagano); Decimalization and Market Quality (R K Chou & W-C Lee); Market Rationality: The Importance of Being Conservative: An Illustration of Natural Selection in a Futures Market (G Y Luo); Speculative Non-Fundamental Components in Mature Stock Market: Do They Exist and are They Related? (R Bhar & A G Malliaris).

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