Intraday liquidity patterns in limit order books

Studies in Economics and Finance 2014 / 02 Vol. 31; Iss. 1

Intraday liquidity patterns in limit order books

Malik, Azeem, Lon Ng, Wing
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Volume:
31
Language:
english
Journal:
Studies in Economics and Finance
DOI:
10.1108/SEF-11-2011-0093
Date:
February, 2014
File:
PDF, 658 KB
english, 2014
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