Optimal order display in limit order markets with liquidity competition (Q1657500)
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scientific article; zbMATH DE number 6917091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal order display in limit order markets with liquidity competition |
scientific article; zbMATH DE number 6917091 |
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Optimal order display in limit order markets with liquidity competition (English)
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13 August 2018
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hidden liquidity
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liquidity competition
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limit order book
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market impact
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order flow dynamics
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high-frequency trading
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0.9211365
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0.89466316
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0.89311457
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0.88572186
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0.88200384
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0.8744572
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0.8716804
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