CORRELATED BEHAVIOR IN LIMIT ORDER CANCELLATIONS, COMOVEMENT IN ASSET RETURNS, AND COMMONALITY IN LIQUIDITY
Year of publication: |
2019
|
---|---|
Authors: | Egginton, Jared ; Watson, Ethan D. |
Published in: |
Journal of Financial Research. - Wiley, ISSN 1475-6803, ZDB-ID 2068120-3. - Vol. 43.2019, 1 (03.12.), p. 37-62
|
Publisher: |
Wiley |
Saved in:
Online Resource
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