Characteristics of the Order Flow Through an Electronic Open Limit Order book

Philip Brown, N. Thomson, D. Walsh

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	335-357
Journal	Journal of International Financial Markets, Institutions and Money
Volume	9
Publication status	Published - 1999

Cite this

@article{928893e7a44c4d5eaada555f64df9a0b,

title = "Characteristics of the Order Flow Through an Electronic Open Limit Order book",

author = "Philip Brown and N. Thomson and D. Walsh",

year = "1999",

language = "English",

volume = "9",

pages = "335--357",

journal = "Journal of International Financial Markets, Institutions and Money",

issn = "1042-4431",

publisher = "Elsevier",

}