An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
作者:Bruno R Biais
Journal of Finance Issue (Month): 5 (December) Pages: 1655-89
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
作者:Bruno R Biais
Journal of Finance Issue (Month): 5 (December) Pages: 1655-89