Econometric models of limit-order executions

Andrew Lo (), A. Craig MacKinlay and June Zhang

Journal of Financial Economics, 2002, vol. 65, issue 1, 31-71

Date: 2002
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Related works:
Working Paper: Econometric Models of Limit-Order Executions (1997)
Working Paper: Econometric Models of Limit-Order Executions
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:65:y:2002:i:1:p:31-71

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