The Market Impact of a Limit Order
- Authors
- A A Haug
- A Boulatov
- Alfonso Dufour
- Alvaro Escribano
- C Lee
- C Parlour
- D Kwiatkowski
- David Easley
- E Said
- F Lillo
- G M Ljung
- H L�tkepohl
- H White
- I Lo
- I Rosu
- J Bollerslev
- J Hasbrouck
- J Russell
- K S Eom
- Katarina Juselius
- L R Glosten
- M Gredenhoff
- M Potters
- Nikolaus Hautsch
- O Jorda
- P R Hansen
- R Cont
- R F Engle
- Robert Bloomfield
- Ruihong Huang
- S Johansen
- S Johansen
- Wolfgang K H�rdle
- Z Eisler
- Publication date
- 1 January 2010
- Publisher
- 'Elsevier BV'
- Doi