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Wai-Man Liu

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Journal Articles

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2023
[j2]
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  - journals/anor/LeLLF23
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Anh Tu Le, Thai-Ha Le, Wai-Man Liu, Kingsley Y. Fong:
Dynamic limit order placement activities and their effects on stock market quality. Ann. Oper. Res. 330(1): 155-175 (2023)
2021
[j1]
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Anh Tu Le, Thai-Ha Le, Wai-Man Liu, Kingsley Y. Fong:
Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model. Ann. Oper. Res. 297(1): 241-275 (2021)

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