Intraday liquidity patterns in limit order books
Year of publication: |
2014
|
---|---|
Authors: | Malik, Azeem ; Lon Ng, Wing |
Published in: |
Studies in Economics and Finance. - Emerald Group Publishing Limited, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 31.2014, 1, p. 46-71
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Liquidity | Limit order book | Algorithmic trading | Market impact | Trade scheduling | High-frequency data |
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