✦ LIBER ✦

Order aggressiveness, pre-trade transparency, and long memory in an order-driven market

✍ Scribed by Ryuichi Yamamoto

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Order-splitting and long-memory in an or

✍ R. Yamamoto; B. LeBaron 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 373 KB

Long-memory in an order-driven market

✍ Blake LeBaron; Ryuichi Yamamoto 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 131 KB

Investors' information advantage and ord

✍ Shih-Chuan Tsai 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 276 KB

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✍ Paul Brockman; Dennis Y. Chung 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 117 KB

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✍ Jing Lu; Robin K. Chou 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 323 KB