Quote setting and price formation in an order driven market

Journal of Financial Markets - Tập 6 - Trang 461-489 - 2003
Puneet Handa1, Robert Schwartz2, Ashish Tiwari1
1Henry B. Tippie College of Business, University of Iowa, 108 PBB, Iowa City, IA 52242-1000, USA
2Zicklin School of Business, City University of New York, One Bernard Baruch Way, Box 10-225, New York, NY 10010-5585, USA

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