Work

Liquidity Beyond the Best Quote: A Study of the NYSE Limit Order Book

Year: 2006

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.888650

Authors: Wenjin Kang, Wee Yong Yeo

Institutions: Shanghai University of Finance and Economics, National University of Singapore

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2135293299

Cites: 31

Cited by: 24

Related to: 10