Results 251 to 260 of about 39,952 (260)

Long-Time Behavior of a Hawkes Process--Based Limit Order Book

SIAM Journal on Financial Mathematics, 2015
Frédéric Abergel
exaly  

Characteristics of the order flow through an electronic open limit order book

Journal of International Financial Markets, Institutions and Money, 1999
Philip Brown
exaly  

Benchmark dataset for mid‐price forecasting of limit order book data with machine learning methods

Journal of Forecasting, 2018
Adamantios Ntakaris, Juho Kanniainen, Moncef Gabbouj   +2 more
exaly  

Electronic limit order book and order submission choice around macroeconomic news

Review of Financial Economics, 2009
Grigori Erenburg
exaly  

Optimal Execution in a General One-Sided Limit-Order Book

SIAM Journal on Financial Mathematics, 2011
Steven E Shreve
exaly  

Modeling of limit order book data with ordered fuzzy numbers

Applied Soft Computing Journal
Adam Marszałek, Tadeusz Burczynski
exaly  

The order book as a queueing system: average depth and influence of the size of limit orders

Quantitative Finance, 2015
exaly  

LIMIT ORDER BOOKS: MODELS

2018
openaire   +1 more source

LIMIT ORDER BOOKS: INTRODUCTION

2018
openaire   +1 more source

Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul

Global Finance Journal
Cenk C Karahan
exaly