Who Makes the Limit Order Book? Implications for Contrarian...

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Who Makes the Limit Order Book? Implications for Contrarian Strategies, Attention-Grabbing Hypothesis, and the Disposition Effect

Linnainmaa, Juhani
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.474222
File:
PDF, 597 KB
english, 2003
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