Pages that link to "Item:Q2246738"

The following pages link to The effects of trade size and market depth on immediate price impact in a limit order book market (Q2246738):

Displaying 9 items.

• The market impact of a limit order (Q433360) (← links)
• Studies of the limit order book around large price changes (Q977768) (← links)
• Does the bid-ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment (Q2152341) (← links)
• The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
• The price impact of order book events: market orders, limit orders and cancellations (Q2873559) (← links)
• Predicting Equity Liquidity (Q3114771) (← links)
• The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
• Identifying Expensive Trades by Monitoring the Limit Order Book (Q4687609) (← links)
• Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)