Pages that link to "Item:Q1657443"
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The following pages link to Resiliency of the limit order book (Q1657443):
Displaying 12 items.
- On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach (Q825354) (← links)
- Studies of the limit order book around large price changes (Q977768) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- What drives the sensitivity of limit order books to company announcement arrivals? (Q1782389) (← links)
- Resilient price impact of trading and the cost of illiquidity (Q2862513) (← links)
- Liquidation in limit order books with controlled intensity (Q2927944) (← links)
- Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
- Aggressive Orders and the Resiliency of a Limit Order Market* (Q3374846) (← links)
- Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data (Q4683065) (← links)
- DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841) (← links)
- Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
- A new method for measuring financial resilience (Q6636884) (← links)