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A market buy (sell) order with an order size of greater than the volume supplied by the top of the LOB (best quotes), walks up (down) the LOB.
The change in the LOB slope (∆SLOPE) measures the resiliency (i.e., the rate at which the LOB refills) of the full LOB while COI comprehensively measures both the spread between bid and ask prices and depth of the LOB (Jain and Jiang, 2014).
Perhaps, the most important Frank, however, was Frank Hadow, the inventor of the lob shot.
He played four years with the Los Angeles Clippers during the height of the "Lob City" era.
Our study provides clear evidence that corporate bonds can be successfully traded by an LOB and that characteristics of the LOB contribute to market liquidity.
For the COI transaction cost measure, weighted average LOB information for executions at multiple price points resulting from walking up or down the book is used instead of top of the LOB bid-ask spreads.
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Topped off with an of-the-moment messy lob and gorgeous emerald Kimberly McDonald earrings.
The distribution of hs-cTnT related to the LoB and the 99th percentile in a healthy reference population is shown in figure 1.
His purpose is to explore especially the basin of the Lob-nor from Thian-shan to the Himalayas.
e Cyclic stability of the LOBs with CCO@rGO and CCO cathodes.
However, when cycling over 85 cycles, the charge terminal voltage of the LOBs assembled using the CCO cathode reached the initial fixed cutoff voltage of 2.0 V.
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