Foucault And Kadan-Limit Order Book As A Market For Liquidity
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Foucault And Kadan-Limit Order Book As A Market For Liquidity

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Limit O rd er B ookasa M arket for Liquid ity1 T hierry Fouc ault HE C SchoolofM anagement 1 rue d e la Lib eration 78351 J ouy enJ osas,France Tel: 33-1-396794 11 foucault@hec. fr O had K ad an SchoolofB usinessAd ministration Heb rew U niversity, J... More

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