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
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