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Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng, (2015)
Competition, signaling and non-walking through the book: Effects on order choice
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An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang, (2021)
Model risk of risk models
Danielsson, Jon, (2014)
Model Risk of Risk Models
Relative Liquidity and Future Volatility
Valenzuela, Marcela, (2014)