Limit-order book resiliency after effective market orders: spread, depth and intensity
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Publication:3303138
DOI10.1088/1742-5468/aa7a3ezbMath1456.91122arXiv1602.00731OpenAlexW2586281751MaRDI QIDQ3303138
Haichuan Xu, Wei Zhang, Wei-Xing Zhou, Wei Chen, Xiong Xiong, H. Eugene Stanley
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.00731
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Cites Work
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