Equilibrium in an electronic open limit order book
By: Lawrence R. Glosten
Series: Working paper -- no. 28; Working paper (Konjunkturinstitutet (Sweden)) -- no. 28
Publisher: Konjunkturinstitutet, Ekonomiska Rådet
Published: 1993
Place of publication: Stockholm, Sweden
Language: eng
Number of pages: 55
Subjects: Equilibrium (Economics); Mathematical models; Securities; Prices
Notes: "April 1993."

"August 1992"--2nd title page.

Summary in Swedish (p. 55).

Includes bibliographical references (p. 48-49).

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