✦ LIBER ✦

Order flow composition and trading costs in a dynamic limit order market

✍ Scribed by Thierry Foucault

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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 Relationship Among Market-Making Rev

✍ Robert Battalio; Robert Jennings; Jamie Selway 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 113 KB

ORDER PLACEMENT STRATEGIES IN A PURE LIM

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

Order aggressiveness and quantity: How a

✍ Ingrid Lo; Stephen G. Sapp 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 386 KB

Liquidity Provision of Limit Order Tradi

✍ Min-Hsien Chiang; Tsai-Yin Lin; Chih-Hsien Jerry Yu 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 287 KB

SLIPPAGE AND THE CHOICE OF MARKET OR LIM

✍ Scott Brown; Timothy Koch; Eric Powers 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 176 KB