A simulation analysis of the microstructure of double auction markets

Authors: Carl Chiarella ^a; Giulia Iori ^b

Affiliations:	^a School of Finance and Economics, University of Technology, Sydney, Broadway, Australia
	^b Department of Mathematics, King's College, Strand, London, UK

DOI: 10.1088/1469-7688/2/5/303

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 2, Issue 5 October 2002 , pages 346 - 353

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

Linking to informaworld

Article Link

To link directly to A simulation analysis of the microstructure of double auction markets:

Open URL Style	http://www.informaworld.com/openurl?genre=article&issn=1469-7688&volume=2&issue=5&spage=346
DOI	http://dx.doi.org/10.1088/1469-7688/2/5/303

Issue Link

To link directly to Quantitative Finance, Volume 2 No. 5:

Open URL Style

Journal Link

To link directly to Quantitative Finance:

Open URL Style	http://www.informaworld.com/openurl?genre=journal&issn=1469-7688
Paper ISSN	http://www.informaworld.com/1469-7688
Electronic ISSN	http://www.informaworld.com/1469-7696