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

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scientific article; zbMATH DE number 6981277
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English
Latency and liquidity provision in a limit order book
scientific article; zbMATH DE number 6981277

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