Limit order book and commonality in liquidity
| Main Authors: | , |
|---|---|
| Format: | Journal Article |
| Published: |
Blackwell Publishing
2013
|
| Online Access: | http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6288.2012.00348.x/abstract http://hdl.handle.net/20.500.11937/34144 |