Author:Brockman, P.
Chung, D. Y.
Title:An analysis of depth behavior in an electronic, order-driven environment
Journal:Journal of Banking and Finance
1999 : DEC, VOL. 23:12, p. 1861-1886
Index terms:Corporate liquidity
Stock exchanges
Language:eng
Abstract:The purpose of this study is to investigate inter-temporal and cross-sectional depth patterns in an electronic, order-driven environment.
SCIMA record nr: 202821
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