Limit Order Markets : A Survey 1

@inproceedings{Parlour2007LimitOM,
  title={Limit Order Markets : A Survey 1},
  author={Christine A. Parlour},
  year={2007}
}
A.V. Thakor. We thank the authors of the research reviewed here for their insights into the microstructure of limit order markets and apologize for any errors or misrepresentations in our discussion of their work. We thank Arnoud Boot for asking us to undertake this survey and for his patience while we completed it. 

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