Quote Setting and Price Formation in an Order Driven Market

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Quote Setting and Price Formation in an Order Driven Market

Quote Setting and Price Formation in an Order Driven MarketThis paper models quote setting and price formation in a non-intermediated, order driven market,and tests the model...

2015-11-02 13:52:54

bid-ask spread, Forex ebook, Order Driven Market

Quote Setting and Price Formation in an Order Driven Market

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