What pieces of limit order book information matter in...

What pieces of limit order book information matter in explaining order choice by patient and impatient traders?

Pascual, Roberto, Veredas, David
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Volume:
9
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680802616704
Date:
August, 2009
File:
PDF, 231 KB
english, 2009
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