Liquidity Beyond the Best Quote: A Study of the NYSE Limit...

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Liquidity Beyond the Best Quote: A Study of the NYSE Limit Order Book

Kang, Wenjin, Yeo, Wee Yong
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Year:
2008
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.888650
File:
PDF, 373 KB
english, 2008
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