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...
| প্রধান লেখক: | , , |
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| বিন্যাস: | Journal article |
| প্রকাশিত: |
Taylor and Francis
2017
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