High-frequency trading in a limit order book (Q3502183): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/14697680701381228 / rank | |||
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| Property / OpenAlex ID: W2162288466 / rank | |||
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| Property / cites work: Institutional Investors and Stock Market Volatility / rank | |||
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| Property / cites work: Price fluctuations from the order book perspective - empirical facts and a simple model / rank | |||
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| Property / cites work: More statistical properties of order books and price impact / rank | |||
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| Property / cites work: Order book approach to price impact / rank | |||
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Latest revision as of 10:40, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-frequency trading in a limit order book |
scientific article |
Statements
High-frequency trading in a limit order book (English)
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22 May 2008
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Limit Order Book
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Micromodels
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