Market versus limit orders of speculative high-frequency traders and price discovery
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DOI: 10.1016/j.ribaf.2022.101794
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More about this item
Keywords
High-frequency trading; Price discovery; Limit order; Market order; KOSPI 200 futures;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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