Journal of Futures Markets. 1998;18(3):281-296. doi: 10.1002/(sici)1096-9934(199805)18:3<281::aid-fut3>3.0.co;2-p Q22.32025
Liquidity without volume. II. Using block orders to measure market resiliency
DOI: 10.1002/(sici)1096-9934(199805)18:3<281::aid-fut3>3.0.co;2-p
摘要