Minimum Price Variations, Time Priority, and Quote Dynamics

Tito Cordella and Thierry Foucault

Journal of Financial Intermediation, 1999, vol. 8, issue 3, 141-173

Date: 1999
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Related works:
Working Paper: Minimum Price Variations, Time Priority and Quote Dynamics (2011)
Working Paper: Minimum Price Variations, Time Priority and Quote Dynamics (1999)
Working Paper: Minimum Price Variations, Time Priority and Quote Dynamics (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinin:v:8:y:1999:i:3:p:141-173

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