The tick-by-tick dynamical consistency of price impact in limit order books (Q2889582)
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scientific article; zbMATH DE number 6043657
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The tick-by-tick dynamical consistency of price impact in limit order books |
scientific article; zbMATH DE number 6043657 |
Statements
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (English)
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8 June 2012
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limit order markets
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efficiency
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market impact
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consistency condition
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arbitrage
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0.7992041707038879
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0.7951273918151855
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0.7676470875740051
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0.7656557559967041
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0.7655678987503052
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