Quasi-centralized limit order books

Quasi-centralized limit order books

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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...

书目详细资料
Main Authors:	Howison, S, Gould, M, Porter, M
格式:	Journal article
出版:	Taylor and Francis 2017

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