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Q5453316 - MaRDI portal

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scientific article; zbMATH DE number 5260105
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English
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scientific article; zbMATH DE number 5260105

    Statements

    author
    Bo Liu
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    Yong Zeng
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    Ping Li
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    publication date
    4 April 2008
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    zbMATH Keywords
    financial market microstructure
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    continuous double auction
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    limit order book
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    short-term price behavior
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    competitive equilibrium
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91B26
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    91B64
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    zbMATH DE Number
    5260105
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