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

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Limit-order book resiliency after effective market orders: spread, depth and intensity
scientific article

    Statements

    title
    Limit-order book resiliency after effective market orders: spread, depth and intensity (English)
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    author
    Haichuan Xu
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    Wei Chen
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    Xiong Xiong
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    Wei Zhang
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    Wei-Xing Zhou
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    H. Eugene Stanley
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    publication date
    11 August 2020
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    Identifiers

    zbMATH DE Number
    7232531
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    OpenAlex ID
    W2586281751
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    arXiv ID
    1602.00731
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