The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of heterogeneous trading rules on the limit order book and order flows |
scientific article |
Statements
The impact of heterogeneous trading rules on the limit order book and order flows (English)
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7 August 2009
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market microstructure
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limit orders
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fundamentalism
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chartism
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large fluctuations
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0.8700669
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0.86856157
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0.86235124
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0.85974693
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0.8524823
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0.8514424
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0.8477285
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