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Order book characteristics and the volume–volatility relation: Empirical evidence from a limit order market

✍ Scribed by Randi Næs; Johannes A. Skjeltorp

Book ID: 116482280
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 260 KB
Volume: 9
Category: Article
ISSN: 1386-4181
DOI: 10.1016/j.finmar.2006.04.001

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