A simple microstructure model of double auction markets

Giulia Iori () and Carl Chiarella ()

No 44, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: market microstructure; limit order trading (search for similar items in EconPapers)
JEL-codes: C6 D4 G1 (search for similar items in EconPapers)
Date: 2002-07-01
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