Discussion paper DP4432 Estimating the Gains From Trade in Limit Order Markets Burton Hollifield Patrik Sandås Robert A. Miller Joshua Slive 23 Jun 2004 Financial Economics C35 D61 G10
Discussion paper DP3676 Liquidity Supply and Demand in Limit Order Markets Burton Hollifield Patrik Sandås Robert A. Miller Joshua Slive 20 Dec 2002 Financial Economics C25 C41 G14 G15
