Stylized facts of price gaps in limit order books (Q508284)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stylized facts of price gaps in limit order books |
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Stylized facts of price gaps in limit order books (English)
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10 February 2017
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econophysics
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price gap
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limit order book
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liquidity
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stylized facts
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buy-sell asymmetry
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