Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138): Difference between revisions

@@ Property / DOI @@
-.1088/1742-5468/aa7a3e
@@ Property / DOI: 10.1088/1742-5468/aa7a3e / rank @@
-Normal rank
@@ Property / author @@
-H. Eugene Stanley
@@ Property / author: H. Eugene Stanley / rank @@
-Normal rank
@@ Property / author @@
+H. Eugene Stanley
@@ Property / author: H. Eugene Stanley / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2586281751
@@ Property / OpenAlex ID: W2586281751 / rank @@
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@@ Property / arXiv ID @@
+.00731
@@ Property / arXiv ID: 1602.00731 / rank @@
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@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Short-term market reaction after extreme price changes of liquid stocks
+Normal rank
@@ Property / cites work @@
+Aggressive Orders and the Resiliency of a Limit Order Market*
+Normal rank
@@ Property / cites work @@
+Stylized facts of price gaps in limit order books
@@ Property / cites work: Stylized facts of price gaps in limit order books / rank @@
+Normal rank
@@ Property / cites work @@
+Analyzing and modeling 1+1d markets
@@ Property / cites work: Analyzing and modeling 1+1d markets / rank @@
+Normal rank
@@ Property / cites work @@
+Price fluctuations from the order book perspective - empirical facts and a simple model
+Normal rank
@@ Property / cites work @@
+Order book approach to price impact
@@ Property / cites work: Order book approach to price impact / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical properties of stock order books: empirical results and models
+Normal rank
@@ Property / cites work @@
+More statistical properties of order books and price impact
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@@ Property / cites work @@
+Limit order books
@@ Property / cites work: Limit order books / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
+Normal rank
@@ Property / cites work @@
+Random walks, liquidity molasses and critical response in financial markets
+Normal rank
@@ Property / cites work @@
+Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?
+Normal rank
@@ Property / cites work @@
+Optimal execution strategies in limit order books with general shape functions
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@@ Property / DOI @@
+.1088/1742-5468/AA7A3E
@@ Property / DOI: 10.1088/1742-5468/AA7A3E / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3303138