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