Journal of Financial Markets
Vol. 14
No. 1
2011
Order characteristics and the sources of commonality in prices and liquidity
Shane A.
Corwin1,2;
Marc L.
Lipson3
1 University of Mendoza · 2 University of Notre Dame · 3 University of Virginia
open access
- DOI
- 10.1016/j.finmar.2010.07.004
- Volume
- 14
- Issue
- 1
- Pages
- 47-81
- Language
- en
- Sources
-
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