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Liquidity effects of trading frequency - MaRDI portal

Liquidity effects of trading frequency (Q4581291)

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scientific article; zbMATH DE number 6919651
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English
Liquidity effects of trading frequency
scientific article; zbMATH DE number 6919651

    Statements

    title
    Liquidity effects of trading frequency (English)
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    author
    Roman Gayduk
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    Sergey Nadtochiy
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    publication date
    16 August 2018
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    zbMATH Keywords
    conditional tails of Itô
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    processes
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    continuum-player games
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    limit order book
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    liquidity
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    trading frequency
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    Identifiers

    zbMATH DE Number
    6919651
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    OpenAlex ID
    W2414387709
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    arXiv ID
    1508.07914
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    DOI
    10.1111/MAFI.12157
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