The information content of the limit order book: evidence from NYSE specialist trading decisions
Year of publication: |
2005
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---|---|
Authors: | Harris, Lawrence E. ; Panchapagesan, Venkatesh |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 8.2005, 1, p. 25-67
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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