Liquidity Distribution in the Limit Order Book on the Stock Exchange of Thailand
The liquidity distribution, or the shape of the limit order book, influences trading behavior and choice of order submission by public liquidity suppliers. The present study seeks to discover whether liquidity providers are concerned about being picked off by informed traders, and whether they are l...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2008
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| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/1152 https://ink.library.smu.edu.sg/context/lkcsb_research/article/2151/viewcontent/1_s2.0_S1057521906000299_main.pdf |
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