Pages that link to "Item:Q1391446"

The following pages link to Order flow and the bid-ask spread: an empirical probability model of screen-based trading (Q1391446):

Displayed 6 items.

• Zero-intelligence realized variance estimation. (Q2430259) ‎ (← links)
• THE OPINION GAME: STOCK PRICE EVOLUTION FROM MICROSCOPIC MARKET MODELING (Q3379412) ‎ (← links)
• The next tick on Nasdaq (Q3518386) ‎ (← links)
• Non-constant rates and over-diffusive prices in a simple model of limit order markets (Q4647254) ‎ (← links)
• A steady-state model of the continuous double auction (Q4647285) ‎ (← links)
• Statistical theory of the continuous double auction (Q4647293) ‎ (← links)