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
2018ANU Authors
Field of Research
- Banking, Finance And Investment Not Elsewhere Classified