Pages that link to "Item:Q4663338"
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The following pages link to Empirical Analysis of Limit Order Markets (Q4663338):
Displaying 21 items.
- Dynamic discrete choice structural models: a survey (Q530915) (← links)
- Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model (Q829150) (← links)
- Studies of the limit order book around large price changes (Q977768) (← links)
- Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (Q978838) (← links)
- Learning, information processing and order submission in limit order markets (Q1657445) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Particle-scale modelling of financial price dynamics (Q2005013) (← links)
- Bidding frictions in ascending auctions (Q2043241) (← links)
- Order execution probability and order queue in limit order markets (Q2220431) (← links)
- Do stylised facts of order book markets need strategic behaviour? (Q2271672) (← links)
- Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
- Market versus limit orders (Q2366946) (← links)
- Limit order books (Q2871425) (← links)
- Price dynamics in a Markovian limit order market (Q2873118) (← links)
- Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387) (← links)
- Diffusive behavior and the modeling of characteristic times in limit order executions (Q3645197) (← links)
- Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets (Q5031627) (← links)
- A deep learning approach to estimating fill probabilities in a limit order book (Q5051972) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
- A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
- COMPETITIVE MARKET BEHAVIOR: CONVERGENCE AND ASYMMETRY IN THE EXPERIMENTAL DOUBLE AUCTION (Q6088685) (← links)