Pages that link to "Item:Q508284"
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The following pages link to Stylized facts of price gaps in limit order books (Q508284):
Displaying 6 items.
- Complexity in quantitative finance and economics (Q508270) (← links)
- Studies of the limit order book around large price changes (Q977768) (← links)
- Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
- The price impact of order book events: market orders, limit orders and cancellations (Q2873559) (← links)
- Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
- INFORMATION DIMENSION OF GALTON BOARD (Q5086263) (← links)