What drives the sensitivity of limit order books to company announcement arrivals? (Q1782389)
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scientific article; zbMATH DE number 6939466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What drives the sensitivity of limit order books to company announcement arrivals? |
scientific article; zbMATH DE number 6939466 |
Statements
What drives the sensitivity of limit order books to company announcement arrivals? (English)
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20 September 2018
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limit order book
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liquidity
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company announcement
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high-frequency data
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