Pages that link to "Item:Q4646802"
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The following pages link to The power of patience: a behavioural regularity in limit-order placement (Q4646802):
Displayed 10 items.
- Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Simple stochastic order-book model of swarm behavior in continuous double auction (Q1783312) (← links)
- An analysis of price impact function in order-driven markets (Q1873949) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Heavy tailed distributions in closing auctions (Q2669415) (← links)
- What really causes large price changes? (Q4610246) (← links)
- Non-constant rates and over-diffusive prices in a simple model of limit order markets (Q4647254) (← links)
- Statistical theory of the continuous double auction (Q4647293) (← links)