✦ LIBER ✦

The market impact of a limit order

✍ Scribed by Nikolaus Hautsch; Ruihong Huang

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

ORDER PLACEMENT STRATEGIES IN A PURE LIM

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

Price Dynamics in a Markovian Limit Orde

✍ Cont, Rama; de Larrard, Adrien 📂 Article 📅 2013 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 485 KB

Characterising trader manipulation in a

✍ Withanawasam, R.M.; Whigham, P.A.; Crack, T.F. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 782 KB

Order flow composition and trading costs

✍ Thierry Foucault 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 298 KB

Empirical Analysis of Limit Order Market

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