The price impact of order book events: market orders, limit orders and cancellations (Q2873559)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The price impact of order book events: market orders, limit orders and cancellations |
scientific article |
Statements
The price impact of order book events: market orders, limit orders and cancellations (English)
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24 January 2014
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market microstructure
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Markov processes
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limit orders
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price formation
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