Media type: E-Article Title: Statistical theory of the continuous double auction Contributor: Smith, Eric; Farmer, J Doyne; Gillemot, László; Krishnamurthy, Supriya imprint: Informa UK Limited, 2003 Published in: Quantitative Finance Language: English DOI: 10.1088/1469-7688/3/6/307 ISSN: 1469-7688; 1469-7696 Keywords: General Economics, Econometrics and Finance ; Finance Origination: Footnote: