Studies of the limit order book around large price changes
2009 ◽
Vol 71
(4)
◽
pp. 499-510
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2017 ◽
Vol 20
(03)
◽
pp. 1750019
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Keyword(s):
2005 ◽
Vol 05
(02)
◽
pp. L209-L216
◽
Keyword(s):
2020 ◽
Vol 136
◽
pp. 183-189
◽
Keyword(s):
2005 ◽
Vol 8
(1)
◽
pp. 25-67
◽
Keyword(s):