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Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach

✍ Scribed by Gomber, Peter; Schweickert, Uwe; Theissen, Erik

Book ID: 120600055
Publisher: John Wiley and Sons
Year: 2013
Tongue: English
Weight: 295 KB
Volume: 21
Category: Article
ISSN: 1354-7798
DOI: 10.1111/j.1468-036X.2013.12006.x

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