The following pages link to The market impact of a limit order (Q433360):
Displaying 29 items.
- Hierarchical information and the rate of information diffusion (Q310930) (← links)
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- The impact of order flow on the foreign exchange market: a copula approach (Q633820) (← links)
- On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach (Q825354) (← links)
- Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model (Q829150) (← links)
- Optimal order execution using hidden orders (Q1624483) (← links)
- Resiliency of the limit order book (Q1657443) (← links)
- Learning, information processing and order submission in limit order markets (Q1657445) (← links)
- Optimal order display in limit order markets with liquidity competition (Q1657500) (← links)
- The impact of reduced pre-trade transparency regimes on market quality (Q1657530) (← links)
- What drives the sensitivity of limit order books to company announcement arrivals? (Q1782389) (← links)
- The effect of relaxing daily price limit: evidence from the ChiNext market of China (Q2158382) (← links)
- Liquidity and volatility in the U.S. Treasury market (Q2190220) (← links)
- The effects of trade size and market depth on immediate price impact in a limit order book market (Q2246738) (← links)
- Market versus limit orders (Q2366946) (← links)
- Limit order books (Q2871425) (← links)
- The price impact of order book events: market orders, limit orders and cancellations (Q2873559) (← links)
- The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582) (← 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)
- Price impact and bursts in liquidity provision (Q4554485) (← links)
- Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
- Identifying Expensive Trades by Monitoring the Limit Order Book (Q4687609) (← links)
- Market or limit orders? (Q4991033) (← links)
- Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
- (Q5106284) (← links)
- Volatility modeling and prediction: the role of price impact (Q5120732) (← links)
- A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
