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Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange

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  • Vo, Minh T.

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  • Vo, Minh T., 2007. "Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange," Global Finance Journal, Elsevier, vol. 17(3), pages 379-396, March.
  • Handle: RePEc:eee:glofin:v:17:y:2007:i:3:p:379-396
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    References listed on IDEAS

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    Cited by:

    1. Upson, James & Van Ness, Robert A., 2017. "Multiple markets, algorithmic trading, and market liquidity," Journal of Financial Markets, Elsevier, vol. 32(C), pages 49-68.
    2. Tissaoui, Kais & Ftiti, Zied, 2016. "Liquidity, liquidity risk, and information flow: Lessons from an emerging market," Research in International Business and Finance, Elsevier, vol. 37(C), pages 28-48.

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