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Malik, Azeem and Lon Ng, Wing (2014) Intraday liquidity patterns in limit order books. Studies in Economics and Finance, 31 (1). pp. 46-71. DOI https://doi.org/10.1108/sef-11-2011-0093
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Malik, Azeem and Lon Ng, Wing (2014) Intraday liquidity patterns in limit order books. Studies in Economics and Finance, 31 (1). pp. 46-71. DOI https://doi.org/10.1108/sef-11-2011-0093