Commonalities in the order book
Year of publication: |
2009
|
---|---|
Authors: | Beltran-Lopez, Héléna ; Giot, Pierre ; Grammig, Joachim |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 23.2009, 3, p. 209-242
|
Publisher: |
Springer |
Subject: | Limit order book | Commonalities | Liquidity | Market microstructure |
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