Latency and liquidity provision in a limit order book (Q4555166): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q2919951 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random walks, liquidity molasses and critical response in financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Price Dynamics in a Markovian Limit Order Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Model for Order Book Dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit order books / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3089394 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating and Analyzing Order Book Data: The Queue-Reactive Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical theory of the continuous double auction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order book approach to price impact / rank
 
Normal rank

Latest revision as of 10:57, 17 July 2024

scientific article; zbMATH DE number 6981277
Language Label Description Also known as
English
Latency and liquidity provision in a limit order book
scientific article; zbMATH DE number 6981277

    Statements

    Latency and liquidity provision in a limit order book (English)
    0 references
    0 references
    0 references
    19 November 2018
    0 references
    0 references
    limit order books
    0 references
    liquidity provision
    0 references
    high-frequency trading
    0 references
    price impact
    0 references
    0 references
    0 references