Pages that link to "Item:Q6105377"
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The following pages link to Power laws in market microstructure (Q6105377):
Displaying 11 items.
- Endogenous market power (Q654509) (← links)
- Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (Q978838) (← links)
- ``Slimming'' of power-law tails by increasing market returns (Q1599010) (← links)
- Trading under market impact: crossing networks interacting with dealer markets (Q1734539) (← links)
- High-frequency trading model for a complex trading hierarchy (Q2873026) (← links)
- (Q3414392) (← links)
- Market Microstructure Invariance: Empirical Hypotheses (Q4613426) (← links)
- On the origin of power-law tails in price fluctuations (Q4647591) (← links)
- A stationary Kyle setup: microfounding propagator models (Q4992316) (← links)
- No‐arbitrage implies power‐law market impact and rough volatility (Q5855958) (← links)
- Adaptive optimal market making strategies with inventory liquidation cost (Q6585788) (← links)