Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/140634
| Title: | Liquidity beyond the best quote : a study of the NYSE limit order book | Authors: | Kang, Wenjin Yeo, Wee Yong |
Issue Date: | Dec-2007 | 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. | Series/Report no.: | Research Paper Series; 2007-018 | Source Title: | Research Paper Series (National University of Singapore. Faculty of Business Administration); 2007-018 | URI: | http://scholarbank.nus.edu.sg/handle/10635/140634 |
| Appears in Collections: | Staff Publications Elements |
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|---|---|---|---|---|---|---|
| b25848094.pdf | 3.33 MB | Adobe PDF | OPEN | None | View/Download |
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