Two price regimes in limit order books: liquidity cushion and fragmented distant field (Q5032076)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Two price regimes in limit order books: liquidity cushion and fragmented distant field |
scientific article; zbMATH DE number 7475138
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two price regimes in limit order books: liquidity cushion and fragmented distant field |
scientific article; zbMATH DE number 7475138 |
Statements
Two price regimes in limit order books: liquidity cushion and fragmented distant field (English)
0 references
16 February 2022
0 references
market microstructure
0 references
market impact
0 references
models of financial markets
0 references
quantitative finance
0 references
