Order-to-trade ratios and market liquidity
Year of publication: |
2015
|
---|---|
Authors: | Friederich, Sylvain ; Payne, Richard |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 50.2015, C, p. 214-223
|
Publisher: |
Elsevier |
Subject: | High-Frequency Trading | Order-to-trade ratios | Limit order trading | Computerized trading | Italian Stock Exchange |
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