Limit order book and commonality in liquidity

Bibliographic Details
Main Authors: Kang, W., Zhang, HuiPing
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
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