Order-Flow Segmentation, Liquidity, and Price Discovery: The Role of Latency Delays.
| Autor: | Brolley, Michael1 (AUTHOR) mbrolley@wlu.ca, Cimon, David A.2 (AUTHOR) dcimon@wlu.ca |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Dec2020, Vol. 55 Issue 8, p2555-2587. 33p. |
| Databáze: | Business Source Ultimate |
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