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Determinants of Bid-Ask Spread and its Implications on Execution Probability in High Frequency Trading
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Browsing Determinants of Bid-Ask Spread and its Implications on Execution Probability in High Frequency Trading by Subject

Browsing Determinants of Bid-Ask Spread and its Implications on Execution Probability in High Frequency Trading by Subject

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Subject
Asymmetry information cost [1]
Execution probability [1]
Limit order book [1]
Market microstructure [1]
Order processing cost [1]

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