• Title of article

    Econometric models of limit-order executions

  • Author/Authors

    Andrew W. Lo، نويسنده , , A. Craig MacKinlay، نويسنده , , June Zhang، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    41
  • From page
    31
  • To page
    71
  • Keywords
    Portfolio management , Market microstructure , Transactions costs
  • Journal title
    Journal of Financial Economics
  • Serial Year
    2002
  • Journal title
    Journal of Financial Economics
  • Record number

    257553

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257553