Publications by the researcher in collaboration with Miguel A. Martínez (2)

2005

  1. Understanding the ex-ante cost of liquidity in the limit order book: a note

    Revista de economía aplicada, Vol. 13, Núm. 38, pp. 95-110

2002

  1. Understanding the Ex-Ante Cost of Liquidity in the Limit Order Book: A note

    DFAE-II WP Series