Reference
Thierry Foucault, Sophie Moinas, and Erik Theissen, “Does Anonymity Matter in Electronic Limit Order Markets?”, The Review of Financial Studies, vol. 20, n. 5, 2007, pp. 1707–1747.
See also
Published in
The Review of Financial Studies, vol. 20, n. 5, 2007, pp. 1707–1747