Effects of the Limit Order Book on Price Dynamics
- 期刊名称SSRN Electronic Journal
- 作者Cenesizoglu, Tolga; Dionne, Georges; Zhou, Xiaozhou
- 电子ISSN1556-5068
- 文件大小389.69KB
- 发表时间2014
- DOI10.2139/ssrn.2523643
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