Results 291 to 300 of about 21,860,417 (300)

What pieces of limit order book information matter in explaining order choice by patient and impatient traders?

Quantitative Finance, 2009
Roberto Pascual
exaly  

Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach

European Financial Management, 2015
Peter Gomber, Erik Theissen
exaly  

Price Jump Prediction in a Limit Order Book

Journal of Mathematical Finance, 2013
Frédéric Abergel, Ban Zheng
exaly  

Electronic limit order book and order submission choice around macroeconomic news

Review of Financial Economics, 2009
Grigori Erenburg
exaly  

Modelling intensities of order flows in a limit order book

Quantitative Finance, 2017
Ioane Muni Toke, Nakahiro Yoshida
exaly  

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

SIAM Journal on Financial Mathematics, 2011
Steven Shreve
exaly  

LIMIT ORDER BOOKS: INTRODUCTION

2018
openaire   +1 more source

Modeling of limit order book data with ordered fuzzy numbers

Applied Soft Computing Journal
Adam Marszałek, Tadeusz Burczynski
exaly  

LIMIT ORDER BOOKS: MODELS

2018
openaire   +1 more source

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

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