Two price regimes in limit order books: liquidity cushion and fragmented distant field (Q5032076)
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scientific article; zbMATH DE number 7475138
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| 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)
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16 February 2022
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market microstructure
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market impact
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models of financial markets
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quantitative finance
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0.7636123895645142
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0.7588300704956055
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0.7521383762359619
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0.7509579062461853
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0.74848473072052
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