The Dynamics of Security Trades, Quote Revisions, and Market Depths for Actively Traded Stocks

Author: Rahman Shafiqur   Krishnamurti Chandrasekhar   Lee Alice  

Publisher: Springer Publishing Company

ISSN: 0924-865X

Source: Review of Quantitative Finance and Accounting, Vol.25, Iss.2, 2005-09, pp. : 91-124

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Abstract