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Empirical anaylsis of liquidity provision of an order driven market

W. Cheung. Empirical anaylsis of liquidity provision of an order driven market. In Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2013, IEEE Symposium Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore. pages 14-18, IEEE, 2013. [doi]

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