Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/140634
| DC Field | Value | |
|---|---|---|
| dc.title | Liquidity beyond the best quote : a study of the NYSE limit order book | |
| dc.contributor.author | Kang, Wenjin | |
| dc.contributor.author | Yeo, Wee Yong | |
| dc.date.accessioned | 2018-04-21T04:04:00Z | |
| dc.date.available | 2018-04-21T04:04:00Z | |
| dc.date.issued | 2007-12 | |
| dc.identifier.citation | Kang, Wenjin, Yeo, Wee Yong (2007-12). Liquidity beyond the best quote : a study of the NYSE limit order book. Research Paper Series (National University of Singapore. Faculty of Business Administration); 2007-018 : 1-49. ScholarBank@NUS Repository. | |
| dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/140634 | |
| dc.relation.ispartofseries | Research Paper Series; 2007-018 | |
| dc.type | Working Paper/Technical Report | |
| dc.contributor.department | FINANCE | |
| dc.description.sourcetitle | Research Paper Series (National University of Singapore. Faculty of Business Administration); 2007-018 | |
| dc.description.page | 1-49 | |
| dc.grant.id | RP R315-000-058-112 | |
| dc.grant.fundingagency | Academic Research Fund and the National University of Singapore | |
| Appears in Collections: | Staff Publications Elements | |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| b25848094.pdf | 3.33 MB | Adobe PDF | OPEN | None | View/Download |
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