The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets

Citation

Moriyasu, H, Wee, M & Yu, J 2018, 'The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets', Pacific-Basin Finance Journal, vol. 49, pp. 103-128pp.

Year

2018

Field of Research

  • Banking, Finance And Investment Not Elsewhere Classified

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