Some evidence on the Information Content of Undisclosed Limit Orders on the ASX M. Aitkena, D. E. Allenb, and W. J. Yangc a SIRCA, C.M.C.R.C., University of New South Wales, Sydney. bSchool of Accounting, Finance and Bu

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Date: 2013-01-14 21:58:50 Finance Stock market Mathematical finance Algorithmic trading Order Bid–offer spread Market impact Foreign exchange market Stock trader Financial markets Financial economics Investment		Some evidence on the Information Content of Undisclosed Limit Orders on the ASX M. Aitkena, D. E. Allenb, and W. J. Yangc a SIRCA, C.M.C.R.C., University of New South Wales, Sydney. bSchool of Accounting, Finance and Bu Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 350,49 KB Share Document on Facebook

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