Latency and liquidity provision in a limit order book (Q4555166)
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scientific article; zbMATH DE number 6981277
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| English | Latency and liquidity provision in a limit order book |
scientific article; zbMATH DE number 6981277 |
Statements
Latency and liquidity provision in a limit order book (English)
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19 November 2018
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limit order books
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liquidity provision
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high-frequency trading
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price impact
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0.7850781679153442
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0.7739975452423096
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0.7635218501091003
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0.761309027671814
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0.7591162323951721
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