✦ LIBER ✦

Feedback and efficiency in limit order markets

✍ Scribed by Damien Challet

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Empirical Analysis of Limit Order Market

✍ Hollifield, Burton; Miller, Robert A.; Sandås, Patrik 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 372 KB

Working Orders in Limit Order Markets an

✍ KERRY BACK; SHMUEL BARUCH 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 211 KB

Estimating the Gains from Trade in Limit

✍ BURTON HOLLIFIELD; ROBERT A. MILLER; PATRIK SANDÅS; JOSHUA SLIVE 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 356 KB

Equilibrium in a Dynamic Limit Order Mar

✍ RONALD L. GOETTLER; CHRISTINE A. PARLOUR; UDAY RAJAN 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 335 KB

The market spread, limit orders, and opt

✍ Henk Berkman 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 1018 KB

Correlation of coming limit price with o

✍ Jun-ichi Maskawa 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 201 KB