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Studies of the limit order book around large price changes - MaRDI portal

Studies of the limit order book around large price changes (Q977768)

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Studies of the limit order book around large price changes
scientific article

    Statements

    title
    Studies of the limit order book around large price changes (English)
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    publication date
    23 June 2010
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    zbMATH Keywords
    economics
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    econophysics
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    financial markets
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    author
    Bence Tóth
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    János Kertész
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    J. Doyne Farmer
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    Identifiers

    zbMATH DE Number
    5725247
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    OpenAlex ID
    W2020511862
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    arXiv ID
    0901.0495
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