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Limit Orders, Market Structure, and the Returns Generation Process

Kalman J. Cohen, Steven F. Maier, Robert A. Schwartz, David K. Whitcomb
DOI: 10.2307/2326467
The Journal of Finance

Data up to Jan 2025

Published1978
Citations10
References0
Fields
BusinessEconomicsComputer scienceMathematicsFinancial economicsEconometricsMathematical analysis

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Limit Orders, Market Structure, and the Returns Generation Process (1978) – The Journal of Finance | Metascience Observatory Explorer