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Equilibrium in a Dynamic Limit Order Market. (2004). Parlour, Christine A. ; Goettler, Ronald L..
In: 2004 Meeting Papers.
RePEc:red:sed004:757.

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  1. Liquidity supply in electronic markets. (2007). McInish, Thomas ; Aitken, Michael ; deB. Harris, Frederick H., ; Almeida, Niall.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:10:y:2007:i:2:p:144-168.

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  2. Computational Methods for Oblivious Equilibrium. (2007). van Roy, Benjamin ; Benkard, Lanier C. ; Weintraub, Gabriel Y..
    In: Research Papers.
    RePEc:ecl:stabus:1969.

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  3. Markov Perfect Industry Dynamics with Many Firms. (2007). van Roy, Benjamin ; Benkard, Lanier C. ; Weintraub, Gabriel Y..
    In: Research Papers.
    RePEc:ecl:stabus:1919r.

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  4. Understanding the limit order book: Conditioning on trade informativeness. (2005). Menkveld, Albert ; Grammig, Joachim ; BELTRAN, Helena .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0505.

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  5. Markov Perfect Industry Dynamics with Many Firms. (2005). Van Roy, Ben ; Benkard, Lanier C. ; Weintraub, Gabriel .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11900.

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  6. Optimal Trading Strategy and Supply/Demand Dynamics. (2005). Obizhaeva, Anna ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11444.

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  7. Avoiding the Curse of Dimensionality in Dynamic Stochastic Games. (2005). Judd, Kenneth ; Doraszelski, Ulrich.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0304.

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  8. Markov perfect industry dynamics with many firms. (2005). van Roy, Benjamin ; Benkard, Lanier C. ; Weintraub, Gabriel Y..
    In: Working Paper Series.
    RePEc:fip:fedfwp:2005-23.

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