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Setting the futures margin with price limits: the case for single-stock futures.
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- Review of Quantitative Finance & Accounting, 2017, v. 48, n. 1, p. 219, doi. 10.1007/s11156-015-0548-7
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- Article
Order Imbalance and Its Impact on Market Performance: Order-driven vs. Quote-driven Markets.
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- Journal of Business Finance & Accounting, 2007, v. 34, n. 9/10, p. 1596, doi. 10.1111/j.1468-5957.2007.02038.x
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- Article