Measuring and explaining liquidity on an electronic limit order book: Evidence from Reuters D2000-2
Download paperDaníelsson, J. and R. Payne (2002). Measuring and explaining liquidity on an electronic limit order book: Evidence from reuters d2000-2.
@INPROCEEDINGS{DanielssonPayne2002b, author = {J{\'o}n Dan{\'i}elsson and Richard Payne}, title = {Measuring and explaining liquidity on an electronic limit order book: Evidence from Reuters D2000-2}, year = 2002, url = {https://ssrn.com/abstract=276541}, }
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