Discussion paper DP8395 Trading Fees and Efficiency in Limit Order Markets Thierry Foucault Jean-Edouard Colliard 19 May 2011 Financial Economics Industrial Organization G00 G18 G20 L10
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 DP2889 Limit Order Book as a Market for Liquidity Thierry Foucault Eugene Kandel Ohad Kadan 5 Aug 2001 Financial Economics G10 G14 G24
Discussion paper DP2843 Empirical Analysis of Limit Order Markets Burton Hollifield Patrik Sandås Robert Miller 11 Jun 2001 Financial Economics C14 D44 G10
Discussion paper DP1817 Order Flow Composition and Trading Costs in Dynamic Limit Order Markets Thierry Foucault 9 Mar 1998 Financial Economics C72 D44 G19