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An Empirical Analysis of the Limit Order Book and the Order...

An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

BIAIS, BRUNO, HILLION, PIERRE, SPATT, CHESTER
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Volume:
50
Language:
english
Journal:
The Journal of Finance
DOI:
10.1111/j.1540-6261.1995.tb05192.x
Date:
December, 1995
File:
PDF, 2.31 MB
english, 1995
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