Limit Order Flow, Market Impact, and Optimal Order Sizes: Evidence From NASDAQ TotalView-ITCH Data
doi 10.1002/9781118673553.ch6
Full Text
Open PDFAbstract
Available in full text
Date
April 15, 2013
Authors
Publisher
John Wiley & Sons Ltd
Available in full text
April 15, 2013
John Wiley & Sons Ltd