"High frequency trading, liquidity, and execution cost."

Edward W. Sun, Timm Kruse, Min-Teh Yu (2014)

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DOI: 10.1007/S10479-013-1382-8

access: closed

type: Journal Article

metadata version: 2021-10-14

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Edward W. Sun, Timm Kruse, Min-Teh Yu:
High frequency trading, liquidity, and execution cost. Ann. Oper. Res. 223(1): 403-432 (2014)

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