Informativeness and influence of limit order books on order submissions in electronic continuous auction markets

Chang M.CHUNG-FERN WU2020-05-202020-05-202013https://scholars.lib.ntu.edu.tw/handle/123456789/494075Informativeness and influence of limit order books on order submissions in electronic continuous auction marketsconference paper10.2753/REE1540-496X4904S306https://www2.scopus.com/inward/record.uri?eid=2-s2.0-84884751092&doi=10.2753%2fREE1540-496X4904S306&partnerID=40&md5=d510e48d88cf84c9dfacce2b0f830161