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Characterising trader manipulation in a limit-order driven market - MaRDI portal

Characterising trader manipulation in a limit-order driven market (Q2227409)

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Characterising trader manipulation in a limit-order driven market
scientific article

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    title
    Characterising trader manipulation in a limit-order driven market (English)
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    author
    R. M. Withanawasam
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    T. F. Crack
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    Peter A. Whigham
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    publication date
    15 February 2021
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    zbMATH DE Number
    7310436
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    zbMATH Keywords
    limit order markets
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    market manipulation
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    market micro-structure models
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    Bayesian learning
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    OpenAlex ID
    W2041052677
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