Do high-frequency fleeting orders exacerbate market illiquidity?
Crossref DOI link: https://doi.org/10.1007/s10660-017-9273-8
Published Online: 2017-11-22
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Kun http://orcid.org/0000-0001-5862-1959
Funding for this research was provided by:
Fundamental Research Funds for the Central Universities of China
Beijing Talents Fund of China (2016000020124G051)
License valid from 2017-11-22