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The information content of a limit order book: The case of an FX market

✍ Scribed by Roman Kozhan; Mark Salmon

Book ID: 116482389
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 295 KB
Volume: 15
Category: Article
ISSN: 1386-4181
DOI: 10.1016/j.finmar.2011.07.002

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