Liquidity beyond the best quote : a study of the NYSE limit order book
Research Paper Series (National University of Singapore. Faculty of Business Administration); 2007-018
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Working Paper/Technical Report |
| Published: |
2018
|
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/140634 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| id |
sg-nus-scholar.10635-140634 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-1406342019-04-23T08:16:27Z Liquidity beyond the best quote : a study of the NYSE limit order book Kang, Wenjin Yeo, Wee Yong FINANCE Research Paper Series (National University of Singapore. Faculty of Business Administration); 2007-018 1-49 2018-04-21T04:04:00Z 2018-04-21T04:04:00Z 2007-12 Working Paper/Technical Report Kang, Wenjin, Yeo, Wee Yong (2007-12). Liquidity beyond the best quote : a study of the NYSE limit order book. Research Paper Series (National University of Singapore. Faculty of Business Administration); 2007-018 : 1-49. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/140634 Research Paper Series; 2007-018 |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| description |
Research Paper Series (National University of Singapore. Faculty of Business Administration); 2007-018 |
| author2 |
FINANCE |
| author_facet |
FINANCE Kang, Wenjin Yeo, Wee Yong |
| format |
Working Paper/Technical Report |
| author |
Kang, Wenjin Yeo, Wee Yong |
| spellingShingle |
Kang, Wenjin Yeo, Wee Yong Liquidity beyond the best quote : a study of the NYSE limit order book |
| author_sort |
Kang, Wenjin |
| title |
Liquidity beyond the best quote : a study of the NYSE limit order book |
| title_short |
Liquidity beyond the best quote : a study of the NYSE limit order book |
| title_full |
Liquidity beyond the best quote : a study of the NYSE limit order book |
| title_fullStr |
Liquidity beyond the best quote : a study of the NYSE limit order book |
| title_full_unstemmed |
Liquidity beyond the best quote : a study of the NYSE limit order book |
| title_sort |
liquidity beyond the best quote : a study of the nyse limit order book |
| publishDate |
2018 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/140634 |
| _version_ |
1681098009358630912 |