Execution Probability of Limit Orders on the Tokyo Stock...

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Execution Probability of Limit Orders on the Tokyo Stock Exchange

Omura, Keiichi, Tanigawa, Yasuhiko, Uno, Jun
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Year:
2000
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.252588
File:
PDF, 216 KB
english, 2000
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