Public information arrival: Price discovery and liquidity in electronic limit order markets
| Year of publication: |
2013
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|---|---|
| Authors: | Riordan, Ryan ; Storkenmaier, Andreas ; Wagener, Martin ; Sarah Zhang, S. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 4, p. 1148-1159
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