Pages that link to "Item:Q5947885"
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The following pages link to Price fluctuations from the order book perspective - empirical facts and a simple model (Q5947885):
Displayed 27 items.
- Order book, financial markets, and self-organized criticality (Q508308) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
- Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
- Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
- Understanding the cubic and half-cubic laws of financial fluctuations (Q1873923) (← links)
- More statistical properties of order books and price impact (Q1873946) (← links)
- Order execution probability and order queue in limit order markets (Q2220431) (← links)
- Limit order books (Q2871425) (← links)
- High-frequency trading model for a complex trading hierarchy (Q2873026) (← links)
- Linking agent-based models and stochastic models of financial markets (Q2962164) (← links)
- Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
- Order book approach to price impact (Q3375377) (← links)
- Short-term market reaction after extreme price changes of liquid stocks (Q3437383) (← links)
- High-frequency trading in a limit order book (Q3502183) (← links)
- Diffusive behavior and the modeling of characteristic times in limit order executions (Q3645197) (← links)
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes (Q4610223) (← links)
- Internalisation by electronic FX spot dealers (Q4628034) (← links)
- Statistical properties of stock order books: empirical results and models (Q4646786) (← 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)
- MARKET IMPACT AND ORDER BOOK CHARACTERISTICS IN THE KOREAN FUTURES MARKET (Q4911503) (← links)
- Optimal Strategy for Limit Order Book Submissions in High Frequency Trading (Q5372046) (← links)
- COULD SHORT SELLING MAKE FINANCIAL MARKETS TUMBLE? (Q5462705) (← links)
- Power laws of wealth, market order volumes and market returns (Q5947879) (← links)
