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A Specialist's Quoted Depth and the Limit Order Book

✍ Scribed by Kenneth A. Kavajecz

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A SPECIALIST'S QUOTED DEPTH AS A STRATEG

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The strategic specialist and imperfect c

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A Dynamic Model of the Limit Order Book

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✍ Rosu, I. 📂 Article 📅 2009 🏛 Oxford University Press 🌐 English ⚖ 364 KB

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✍ Charles Cao; Oliver Hansch; Xiaoxin Wang 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB