Limit order book transparency, execution risk, and market liquidity: Evidence from the Sydney Futures Exchange
| Year of publication: |
2006
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|---|---|
| Authors: | Bortoli, Luke ; Frino, Alex ; Jarnecic, Elvis ; Johnstone, David |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 26.2006, 12, p. 1147-1168
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