Fast and slow cancellations and trader behavior-Reference-Cited by-同舟云学术

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Fast and slow cancellations and trader behavior

Published:2019-11-10 Issue:4 Volume:49 Page:973-996
ISSN:0046-3892
Container-title:Financial Management
language:en
Short-container-title:Financial Management

Author:

McInish Thomas H.¹,Nikolsko‐Rzhevska Olena²,Nikolsko‐Rzhevskyy Alex³,Panovska Irina⁴

Affiliation:

1. Fogelman College of Business and Economics University of Memphis Memphis Tennessee

2. Department of Finance Lehigh University Bethlehem Pennsylvania

3. Department of Economics Lehigh University Bethlehem Pennsylvania

4. Department of Economics University of Texas at Dallas Richardson Texas

Funder

Lehigh University

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/fima.12298

Reference50 articles.

1. Liquidity supply in electronic markets

2. When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation

3. Baruch S. &Glosten L. R.(2017).Fleeting orders. University of Utah Working Paper.

4. Black J. Nikolsko‐Rzhevska O. &Nikolsko‐Rzhevskyy A.(2017).The life of U's: Order revisions on NASDAQ. Lehigh University Working Paper.

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