Order imbalance and liquidity supply: Evidence from the bubble burst of Nasdaq stocks
Year of publication: |
2005
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---|---|
Authors: | Li, Mingsheng ; McCormick, Timothy ; Zhao, Xin |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 12.2005, 4, p. 533-555
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Publisher: |
Elsevier |
Saved in:
Online Resource
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