✦ LIBER ✦

The role of communication and imitation in limit order markets

✍ Scribed by G. Tedeschi; G. Iori; M. Gallegati

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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

The submission of limit orders or market

✍ Ingrid Lo; Stephen G. Sapp 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 297 KB

Fat tails and multi-scaling in a simple

✍ Andreas Krause 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 480 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

The strategic specialist and imperfect c

✍ Ariadna Dumitrescu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 380 KB