Daily and Intraday Patterns in Spread and Depth for Limit Orders and Specialists
| Year of publication: |
2005
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|---|---|
| Authors: | Li, Yang ; Ness, Bonnie F.Van ; Ness, Robert A.Van |
| Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563x. - Vol. 44.2005, 3-4, p. 3-14
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