Pages that link to "Item:Q3303138"
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The following pages link to Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138):
Displaying 5 items.
- Resiliency of the limit order book (Q1657443) (← links)
- What drives the sensitivity of limit order books to company announcement arrivals? (Q1782389) (← links)
- Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
- Aggressive Orders and the Resiliency of a Limit Order Market* (Q3374846) (← links)
- The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)