Statistical properties of stock order books: empirical results and models (Q4646786)
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scientific article; zbMATH DE number 7001529
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| English | Statistical properties of stock order books: empirical results and models |
scientific article; zbMATH DE number 7001529 |
Statements
Statistical properties of stock order books: empirical results and models (English)
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14 January 2019
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statistical properties
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order book
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liquid stocks
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0.8371893763542175
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0.8057376742362976
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0.8003837466239929
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0.7922783493995667
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0.7830939888954163
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