Quasi-centralized limit order books
A quasi-centralized limit order book (QCLOB) is a limit order book (LOB) in which financial institutions can only access the trading opportunities offered by counterparties with whom they possess sufficient bilateral credit. In this paper, we perform an empirical analysis of a recent, high-quality d...
| Main Authors: | , , |
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| Formato: | Journal article |
| Publicado em: |
Taylor and Francis
2017
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