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. We perform an empirical analysis of a recent, high-quality data set from a...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
2015
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