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Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange
Vo, Minh T.
- In:
Global finance journal
17
(
2006
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10007617530
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12
Strategic trading when some investors receive information before others
Vo, Minh T.
- In:
International review of economics & finance : IREF
17
(
2008
)
2
,
pp. 319-333
Persistent link: https://www.econbiz.de/10008887010
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13
Regime-switching stochastic volatility: Evidence from the crude oil market
Vo, Minh T.
- In:
Energy economics
31
(
2009
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10008898857
Saved in:
14
Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange
Vo, Minh T.
- In:
Global Finance Journal
17
(
2007
)
3
,
pp. 379-396
Persistent link: https://www.econbiz.de/10005006693
Saved in:
15
Regime-switching stochastic volatility: Evidence from the crude oil market
Vo, Minh T.
- In:
Energy economics
31
(
2009
)
5
,
pp. 779-788
Persistent link: https://www.econbiz.de/10008280366
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