Transparency matters: Price formation in the presence of order preferencing

Laurence Lescourret and Christian Y. Robert
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Christian Y. Robert: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Authors registered in the RePEc Author Service: Laurence Daures

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Date: 2011-05
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Published in Journal of Financial Markets, 2011, 14 (2), pp.227-258. ⟨10.1016/j.finmar.2010.09.002⟩

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Journal Article: Transparency matters: Price formation in the presence of order preferencing (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04854777

DOI: 10.1016/j.finmar.2010.09.002

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