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Keywords: Limit order book
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Journal Articles
Journal:
Journal of Financial Crime
Journal of Financial Crime (2013) 21 (1): 111–118.
Published: 20 December 2013
... the understanding of trading activities in the stock market. Alfred Ka Chun Ma can be contacted at: alfred@baf.cuhk.edu.hk © Emerald Group Publishing Limited 2014 Limit order book Order-based manipulation Stock code: 00005 At time 10:44:16.453, the snapshot of the limit order book...
