Detection of Factors Influencing Market Liquidity Using an Agent-Based Simulation
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Publisher
Springer Singapore
Link
http://link.springer.com/content/pdf/10.1007/978-981-13-8319-9_6
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5. Chung KH, Kim KA, Kitsabunnarat P (2005) Liquidity and quote clustering in a market with multiple tick sizes. J Financ Res 28(2):177–195. https://doi.org/10.1111/j.1475-6803.2005.00120.x , https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1475-6803.2005.00120.x
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