Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures
Year of publication: |
2014
|
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Authors: | Chiu, Junmao ; Chung, Huimin ; Wang, George H. K. |
Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 34.2014, 2, p. 145-172
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
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