LIMIT ORDERS, MARKET STRUCTURE, AND RETURNS GENERATION PROCESS

被引：12

作者：

COHEN, KJ

MAIER, SF

SCHWARTZ, RA

WHITCOMB, DK

机构：

[1] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003

[2] RUTGERS STATE UNIV,GRAD SCH BUSINESS ADM,NEW BRUNSWICK,NJ 08903

来源：

关键词：

D O I：

10.2307/2326467

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：723 / 736

页数：14

共 9 条

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[2]

COHEN K, UNPUBLISHED

[3]

COHEN K, 1978, T COSTS ORDER PLACEM

[4]

COHEN KJ, 1977, J BANK FINANC, V1, P236

[5]

COHEN KJ, 1978, J FINANCE, V33

COPELAND, TE .

[7] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].

FAMA, EF .

[8] MARKET MICROSTRUCTURE [J].

GARMAN, MB .

[9]

NIEDERHO.V, 1966, J AM STAT ASSOC, V61, P897