Pages that link to "Item:Q2889582"
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The following pages link to The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582):
Displaying 5 items.
- Studies of the limit order book around large price changes (Q977768) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- No-dynamic-arbitrage and market impact (Q2786278) (← links)
- The price impact of order book events: market orders, limit orders and cancellations (Q2873559) (← links)
- The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)