Do stylised facts of order book markets need strategic behaviour? (Q2271672)
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scientific article; zbMATH DE number 5591661
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| English | Do stylised facts of order book markets need strategic behaviour? |
scientific article; zbMATH DE number 5591661 |
Statements
Do stylised facts of order book markets need strategic behaviour? (English)
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7 August 2009
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order book markets
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stylised facts
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market dynamics
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limit orders
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non-strategic behaviour
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0.7828119993209839
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0.7790237665176392
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0.7606409788131714
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0.760034441947937
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0.7586870193481445
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