Pages that link to "Item:Q3518387"
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The following pages link to Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387):
Displaying 24 items.
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- The self-financing equation in limit order book markets (Q1999602) (← links)
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- Theoretical and empirical analysis of trading activity (Q2189447) (← links)
- Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
- Limit order books (Q2871425) (← links)
- High-frequency trading model for a complex trading hierarchy (Q2873026) (← links)
- Discovering stock dynamics through multidimensional volatility phases (Q2893204) (← links)
- The impact of transaction duration, volume and direction on price dynamics and volatility (Q3169221) (← links)
- Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105) (← links)
- Diffusive behavior and the modeling of characteristic times in limit order executions (Q3645197) (← links)
- Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities (Q4554257) (← links)
- Neural network copula portfolio optimization for exchange traded funds (Q4554457) (← links)
- Internalisation by electronic FX spot dealers (Q4628034) (← links)
- A fully consistent, minimal model for non-linear market impact (Q4683067) (← links)
- Optimal Make-Take Fees in a Multi Market-Maker Environment (Q4988548) (← links)
- The inelastic market hypothesis: a microstructural interpretation (Q5041659) (← links)
- Endogenous liquidity crises (Q5135044) (← links)
- Are trading invariants really invariant? Trading costs matter (Q5139213) (← links)
- Optimal Market Making with Persistent Order Flow (Q5162846) (← links)
- Learning multi-market microstructure from order book data (Q5234377) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- Optimal make–take fees for market making regulation (Q6078433) (← links)
- A Leland model for delta hedging in central risk books (Q6146669) (← links)