The changing microstructure of European equity markets

[1] Anderson R.W., 1993, 9314 U CATH LOUV DEP

[2] AN EMPIRICAL-ANALYSIS OF THE LIMIT ORDER BOOK AND THE ORDER FLOW IN THE PARIS BOURSE [J]. JOURNAL OF FINANCE, 1995, 50 (05) : 1655 - 1689

[3] DAVIS R, 1994, THESIS LONDON BUSINE

[4] DEGRYSE H, 1995, TOTAL COST TRADING B

[5] A COMPARISON OF THE COST OF TRADING FRENCH SHARES ON THE PARIS BOURSE AND ON SEAQ INTERNATIONAL [J]. EUROPEAN ECONOMIC REVIEW, 1995, 39 (07) : 1277 - 1301

[6] ECONOMIDES N, 1994, MAKING TRADE EQUITY

[7] FINGLETON J, 1992, INT CAPITAL MARKETS

[8] GOMPERS PA, 1992, GRANDSTANDING VENTUR

[9] IMPENNA C, 1995, BANCA ITALIA TEMI DI, V248

[10] JACQUILLAT B, 1995, DIVERSION ORDER FLOW

[1] Anderson R.W., 1993, 9314 U CATH LOUV DEP

[2] AN EMPIRICAL-ANALYSIS OF THE LIMIT ORDER BOOK AND THE ORDER FLOW IN THE PARIS BOURSE [J]. JOURNAL OF FINANCE, 1995, 50 (05) : 1655 - 1689

[3] DAVIS R, 1994, THESIS LONDON BUSINE

[4] DEGRYSE H, 1995, TOTAL COST TRADING B

[5] A COMPARISON OF THE COST OF TRADING FRENCH SHARES ON THE PARIS BOURSE AND ON SEAQ INTERNATIONAL [J]. EUROPEAN ECONOMIC REVIEW, 1995, 39 (07) : 1277 - 1301

[6] ECONOMIDES N, 1994, MAKING TRADE EQUITY

[7] FINGLETON J, 1992, INT CAPITAL MARKETS

[8] GOMPERS PA, 1992, GRANDSTANDING VENTUR

[9] IMPENNA C, 1995, BANCA ITALIA TEMI DI, V248

[10] JACQUILLAT B, 1995, DIVERSION ORDER FLOW