SZodixStudyAcademic Library

Shelves Open access

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

Tail expectation and imperfect competition in limit order book markets · Study

ArticleShelves

ArticleTail expectation and imperfect competition in limit order book markets

Shmuel Baruch2019

Article2019

Tail expectation and imperfect competition in limit order book markets

Shmuel Baruch · Lawrence R. Glosten

37 citations·0/0 files stored·Journal of Economic Theory

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 Economic theories and models

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 — 37 citations exist upstream.

References

1988The Theory of Industrial Organization 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1989Theory of Industrial Organization.1987Price, trade size, and information in securities markets 1987Constraints on short-selling and asset price adjustment to private information 1994Is the Electronic Open Limit Order Book Inevitable?1989Informed Speculation with Imperfect Competition 1999Order flow composition and trading costs in a dynamic limit order market

Cited by

2023A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?2020Informed liquidity provision in a limit order market

Related works

Explore the map →

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

2007Working Orders in Limit Order Markets and Floor Exchangesarticle · 12 shared references 2012Market Liquidity -- Theory and Empirical Evidencereport · 12 shared references 2013Market Liquidity—Theory and Empirical Evidencechapter · 11 shared references 2012Theories of Liquidityarticle · 11 shared references 2008Limit Order Markets: A Surveychapter · 10 shared references 2015High-Frequency Trading and Market Performancearticle · 9 shared references

Details

Year2019

Typearticle

Published2019-07-23

VenueJournal of Economic Theory

ISSN-L0022-0531

Languageen

Citations37

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jet.2019.07.008

openalex_workW2963643255

Links

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