Pages that link to "Item:Q977768"
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The following pages link to Studies of the limit order book around large price changes (Q977768):
Displaying 9 items.
- Stylized facts of price gaps in limit order books (Q508284) (← links)
- The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
- Do stylised facts of order book markets need strategic behaviour? (Q2271672) (← 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)
- Aggressive Orders and the Resiliency of a Limit Order Market* (Q3374846) (← links)
- A Law of Large Numbers for Limit Order Books (Q4595967) (← links)
- Empirical Analysis of Limit Order Markets (Q4663338) (← links)
- Two price regimes in limit order books: liquidity cushion and fragmented distant field (Q5032076) (← links)