Stylized facts of price gaps in limit order books (Q508284)
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scientific article
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| 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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0.7536994218826294
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0.727094829082489
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0.7212609052658081
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0.7203077077865601
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0.71952885389328
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