Latency and liquidity provision in a limit order book (Q4555166)
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scientific article; zbMATH DE number 6981277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Latency and liquidity provision in a limit order book |
scientific article; zbMATH DE number 6981277 |
Statements
Latency and liquidity provision in a limit order book (English)
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19 November 2018
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limit order books
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liquidity provision
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high-frequency trading
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price impact
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