Do stylised facts of order book markets need strategic behaviour? (Q2271672)

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Do stylised facts of order book markets need strategic behaviour?
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    title
    Do stylised facts of order book markets need strategic behaviour? (English)
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    author
    Dan Ladley
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    publication date
    7 August 2009
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    Mathematics Subject Classification ID
    91B28
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    91B24
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    93E03
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    zbMATH DE Number
    5591661
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    zbMATH Keywords
    order book markets
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    stylised facts
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    market dynamics
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    limit orders
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    non-strategic behaviour
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    OpenAlex ID
    W3126055305
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