Liquidity supply and adverse selection in a pure limit order book market

Stefan Frey () and Joachim Grammig ()

Empirical Economics, 2006, vol. 30, issue 4, 1007-1033

Keywords: Limit order book market; Liquidity supply; Adverse selection; G10; C32 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s00181-005-0009-6

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