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What pieces of limit order book information matter in explaining order choice by patient and impatient traders?

Bibliographic reference Pascual, Roberto ; Veredas, David. What pieces of limit order book information matter in explaining order choice by patient and impatient traders?. In: Quantitative Finance, Vol. 9, no. 5, p. 527-545 (2009)
Permanent URL http://hdl.handle.net/2078.1/34429
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