The price impact of order book events: market orders, limit orders and cancellations (Q2873559)
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scientific article; zbMATH DE number 6250098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The price impact of order book events: market orders, limit orders and cancellations |
scientific article; zbMATH DE number 6250098 |
Statements
The price impact of order book events: market orders, limit orders and cancellations (English)
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24 January 2014
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market microstructure
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Markov processes
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limit orders
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price formation
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0.8686807
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0.85932523
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0.8573747
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0.8424832
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0.83458596
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