Do stylised facts of order book markets need strategic behaviour?
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Publication:2271672
DOI10.1016/j.jedc.2008.09.005zbMath1170.91388OpenAlexW3126055305MaRDI QIDQ2271672
Klaus Reiner Schenk-Hoppé, Dan Ladley
Publication date: 7 August 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2008.09.005
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Related Items (3)
A behavioural model of investor sentiment in limit order markets ⋮ Price dynamics in an order-driven market with Bayesian learning ⋮ Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
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