Liquidity cost of market orders in the Taiwan Stock Market: A study based on an order-driven agent-based artificial stock market
| Year of publication: |
2012
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|---|---|
| Authors: | Huang, Yi-Ping ; Chen, Shu-Heng ; Hung, Ming-Chin ; Yu, Tina |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 23.2012, p. 72-81
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