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

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Bibliographic Details
Main Authors: Kang, Wenjin, Yeo, Wee Yong
Other Authors: FINANCE
Format: Working Paper/Technical Report
Published: 2018
Online Access:http://scholarbank.nus.edu.sg/handle/10635/140634
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Institution: National University of Singapore