Order flow composition and trading costs in a dynamic limit order market1
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Volume (Year): 2 (1999)
Issue (Month): 2 (May)
Pages: 99-134
| Handle: | RePEc:eee:finmar:v:2:y:1999:i:2:p:99-134 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/finmar
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