Limit Orders, Depth, and Volatility

Hee-Joon Ahn, Kee-Hong Bae, Kalok Lok Chan
  • SSRN Electronic Journal, January 1999, Elsevier
  • DOI: 10.2139/ssrn.170358

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http://dx.doi.org/10.2139/ssrn.170358

The following have contributed to this page: Professor Kee-Hong Bae