SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Expandable limit order markets · Study

ArticleShelves

ArticleExpandable limit order markets

Leslie A Boni2003

Article2003

Expandable limit order markets

Leslie A Boni · Chris J. Leach

50 citations·0/0 files stored·Journal of Financial Markets

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Finance, Markets, and Regulation

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 50 citations exist upstream.

References

1995Market microstructure theory 1996Market Microstructure Theory.1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information 1998Price Dynamics in Limit Order Markets 1996Special Repo Rates

Cited by

2009The Microstructure of the TIPS Market 2011The Microstructure of the TIPS Market 2009The Impact of Iceberg Orders in Limit Order Books 2004The Effect of Transaction Size on Off-the-Run Treasury Prices 2011What does PIN identify? Evidence from the T-bill market 2009Price discovery in the round-the-clock U.S. Treasury market

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004The Effect of Transaction Size on Off-the-Run Treasury Pricesarticle · 8 shared references 2009Price discovery in the round-the-clock U.S. Treasury marketarticle · 8 shared references 2017The microstructure of a U.S. Treasury ECN: The BrokerTec platformarticle · 7 shared references 2012Market Liquidity -- Theory and Empirical Evidencereport · 7 shared references 2020Liquidity and volatility in the U.S. Treasury marketarticle · 7 shared references 2002Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Marketarticle · 7 shared references

Details

Year2003

Typearticle

Published2003-12-05

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations50

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.finmar.2003.10.001

openalex_workW2013083042

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2018

Government Intervention and Strategic Trading in the U.S. Treasury Market