Jun He
Post
Research
Note
Data
Bergen
🌞
Duane J. Seppi
← Papers reviewed on this blog
[2003 RFS]
两个交易所抢同一笔单子,谁能活下来,竟系于一条「平局怎么算」的规矩
Liquidity-Based Competition for Order Flow
Jun 2026
[2001 JFE]
股票的『齐涨齐跌』,到底是从订单簿里长出来的吗?
Common Factors in Prices, Order Flows, and Liquidity
Jun 2026