The information content of the limit order book: evidence from NYSE specialist trading decisions

Journal of Financial Markets - Tập 8 - Trang 25-67 - 2005
Lawrence E. Harris1, Venkatesh Panchapagesan2
1Fred V. Keenan Chair in Finance, Marshall School of Business at USC, USA
2Olin School of Business, Washington University, St. Louis, MO 63130, USA

Tài liệu tham khảo

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