search query: @freeterm Microstructure / total: 5
references: 2-5 / 5
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2.
Predicting VNET: a model of the dynamics of market depth
Journal of Financial Markets
2001 : APR, VOL. 4:2, p. 113-142
 2001 Engle, R.F.
Lange, J.
3.
The potential for clientele pricing when making markets in financial securities
Journal of Financial Markets
2001 : JAN, VOL. 4:1, p. 85-112
 2001 Battalio, R.
Jennings, R.
Selway, J.
4.
A simple model of payment for order flow, internalization, and total trading cost
Journal of Financial Markets
2001 : JAN, VOL. 4:1, p. 33-71
 2001 Battalio, R.
Holden, C.W.
5.
Just another day in the inter-bank foreign exchange market
Journal of Financial Economics
2000 : APR, VOL. 56:1, p. 29-64
 2000 Chakrabarti, R.
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