Analysis of short-term price behavior under continuous double auction mechanism (Q5453316)

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scientific article; zbMATH DE number 5260105
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    Analysis of short-term price behavior under continuous double auction mechanism
    scientific article; zbMATH DE number 5260105

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      4 April 2008
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      financial market microstructure
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      continuous double auction
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      limit order book
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      short-term price behavior
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      competitive equilibrium
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