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Daily Herding and Commonality in Liquidity on a Pure Limit Order Book Market
Edgar, Matthew, Kalev, Petko S., Faff, Robert W., Sujoto, CharlyYear:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1917148
File:
PDF, 308 KB
english, 2011