برچسب: Market Makers
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Ahn And Cheung-The Intraday Patterns Of The Depth And Spread In A Market Without Market Makers
Depth And Spread The microstructure of the Saudi Stock Market (SSM) under the new computerized trading system, ESIS, is described, and order and other generated data sets are used toexamine the patterns in the order book, the dynamics of order ¯ow, and the probability of executing limit orders. Although the SSM has a distinct structure, […]