The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Moriyasu, Hiroshi, Wee, Marvin, Yu, JingLanguage:
english
Journal:
Pacific-Basin Finance Journal
DOI:
10.1016/j.pacfin.2018.04.004
Date:
April, 2018
File:
PDF, 1.36 MB
english, 2018