The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books |
scientific article |
Statements
The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (English)
0 references
8 June 2012
0 references
limit order markets
0 references
efficiency
0 references
market impact
0 references
consistency condition
0 references
arbitrage
0 references
