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Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis of the SPI 200 Futures 算法交易的流动性和价格发现:一个日内分析的SPI 200期货
Lead Session: Liquidity Pub Date : 2011-10-17 DOI: 10.2139/ssrn.1913693
Tina Prodromou, Hui Zheng, P. Westerholm
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引用次数: 1
Systematic Liquidity Risk in the Australian Bond Market 澳大利亚债券市场的系统性流动性风险
Lead Session: Liquidity Pub Date : 2011-08-08 DOI: 10.2139/ssrn.1913926
Timothy Whittaker
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引用次数: 1
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