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Our data says that the document:
Daniel J., Fenn ; Mark, McDonald ; Martin D., Gould ; Mason A., Porter ; Sam D., Howison ; Stacy, Williams. (2013) Limit order books.
In: Quantitative Finance. RePEc:taf:quantf:v:13:y:2013:i:11:p:1709-1742.
Full description at Econpapers
cites:
Toke, I.M., ‘Market making’ in an order book model and its impact on the spread. In Proceedings of Econophys-Kolkata V, edited by F. Abergel, B.K. Chakrabarti, A. Chakraborti and M. Mitra, pp. 49–64, 2011 (Springer: Milan).
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