برچسب: liquidity supply
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An tahlil Of Order Submissions On The Xetra Trading System
An tahlil Of Order Submissions On The Xetra Trading System Book Description Using an innovative empirical methodology we analyze trad ing activity and liquidity supply in an open limit order book market and test a variety of ypotheses put forth by market microstructure theory. We study how the state of the limit order book, i.e. liquidity supply, as […]