Pages that link to "Item:Q3374846"
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The following pages link to Aggressive Orders and the Resiliency of a Limit Order Market* (Q3374846):
Displaying 10 items.
- The market impact of a limit order (Q433360) (← links)
- Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641) (← links)
- Estimating quadratic variation when quoted prices change by a constant increment (Q737253) (← links)
- Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange (Q829126) (← links)
- Resiliency of the limit order book (Q1657443) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- Deep reinforcement learning for the optimal placement of cryptocurrency limit orders (Q2242354) (← links)
- Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
- The information content of high-frequency traders aggressive orders: recent evidence (Q4957239) (← links)
- Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560) (← links)