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Power laws in market microstructure - MaRDI portal

Power laws in market microstructure (Q6105377)

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scientific article; zbMATH DE number 7702088
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English
Power laws in market microstructure
scientific article; zbMATH DE number 7702088

    Statements

    title
    Power laws in market microstructure (English)
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    author
    Umut Çetin
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    Henri Waelbroeck
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    publication date
    26 June 2023
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    zbMATH Keywords
    limit order book
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    price impact
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    power laws
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    equilibrium
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    market microstructure
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    h-transform
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    Identifiers

    zbMATH DE Number
    7702088
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    OpenAlex ID
    W4323341855
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    DOI
    10.3934/FMF.2023003
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