Latency and liquidity provision in a limit order book

Quantitative Finance 2017 / 04

Latency and liquidity provision in a limit order book

Bonart, Julius, Gould, Martin D.
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2017.1296177
Date:
April, 2017
File:
PDF, 2.36 MB
english, 2017
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