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Market liquidity and depth on two different electronic trading systems : a comparison of Bund futures trading on the APT and DTB
Käppi, Jari, (2000)
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina, (2014)
Three essays in market microstructure
Zabotina, Tatyana V., (2002)
Electronic limit order books and market resiliency : theory, evidence and practice
Coppejans, Mark, (2006)
Liquidity in an Automated Auction
Coppejans, Mark, (2002)
Noise In the Price Discovery Process: A Comparison of Periodicand Continuous Auctions
Coppejans, Mark, (1997)