✦ LIBER ✦

Electronic limit order book and order submission choice around macroeconomic news

✍ Scribed by Grigori Erenburg; Dennis Lasser

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

What pieces of limit order book informat

✍ Pascual, Roberto; Veredas, David 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 231 KB

Price Movement Effects on the State of t

✍ Yue-cheong Chan 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB

Liquidity Dynamics in an Electronic Open

✍ Gomber, Peter; Schweickert, Uwe; Theissen, Erik 📂 Article 📅 2013 🏛 John Wiley and Sons 🌐 English ⚖ 295 KB

[ACM Press the 5th ACM conference - New

✍ Kakade, Sham M.; Kearns, Michael; Mansour, Yishay; Ortiz, Luis E. 📂 Article 📅 2004 🏛 ACM Press ⚖ 217 KB