More statistical properties of order books and price impact (Q1873946)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | More statistical properties of order books and price impact |
scientific article |
Statements
More statistical properties of order books and price impact (English)
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21 May 2003
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incoming limitorder prices
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limit-order life time
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price impact function
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