Pages that link to "Item:Q1391446"
From MaRDI portal
The following pages link to Order flow and the bid-ask spread: an empirical probability model of screen-based trading (Q1391446):
Displaying 11 items.
- The impact of order flow on the foreign exchange market: a copula approach (Q633820) (← links)
- Semiparametric estimation of the bid-ask spread in extended roll models (Q1739639) (← links)
- Zero-intelligence realized variance estimation. (Q2430259) (← links)
- Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646) (← links)
- THE OPINION GAME: STOCK PRICE EVOLUTION FROM MICROSCOPIC MARKET MODELING (Q3379412) (← links)
- The next tick on Nasdaq (Q3518386) (← links)
- Linear models for the impact of order flow on prices. I. History dependent impact models (Q4554471) (← links)
- Non-constant rates and over-diffusive prices in a simple model of limit order markets (Q4647254) (← links)
- A steady-state model of the continuous double auction (Q4647285) (← links)
- Statistical theory of the continuous double auction (Q4647293) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)