Pages that link to "Item:Q658641"
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The following pages link to Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641):
Displaying 6 items.
- The market impact of a limit order (Q433360) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- The impact of reduced pre-trade transparency regimes on market quality (Q1657530) (← links)
- A Concise Formula to Compute General Orthogonal Contrast Coefficients (Q3857593) (← links)
- Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach (Q4637662) (← links)
- Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies (Q6564693) (← links)
