Dániel Havran, István Margitai, Balázs Árpád Szucs. Liquidity Trading On Stock Markets: Determinants Of The Humped Shape Of The Order Book. In Klaus G. Troitzsch, Michael Möhring, Ulf Lotzmann, editors, 26th European Conference on Modelling and Simulation, ECMS 2012, Koblenz, Germany, May 29 - June 1, 2012. pages 285-290, European Council for Modeling and Simulation, 2012. [doi]
Abstract is missing.