Characteristics of the order flow through an electronic open limit order book
| Year of publication: |
1999
|
|---|---|
| Authors: | Brown, P. ; Thomson, N. ; Walsh, D. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 9.1999, 4, p. 335-358
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