Cite
HARVARD Citation
Ye, Z. et al. (2019). Extracting information from the limit order book: New measures to evaluate equity data flow. High frequency. 2 (1), pp. 37-47. [Online].
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Ye, Z. et al. (2019). Extracting information from the limit order book: New measures to evaluate equity data flow. High frequency. 2 (1), pp. 37-47. [Online].