Pages that link to "Item:Q3437383"

The following pages link to Short-term market reaction after extreme price changes of liquid stocks (Q3437383):

Displaying 6 items.

• Studies of the limit order book around large price changes (Q977768) (← links)
• The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
• Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
• Dynamic mode decomposition for financial trading strategies (Q4554232) (← links)
• Reaction to Extreme Events in a Minimal Agent Based Model (Q4687377) (← links)
• Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079) (← links)