Dynamic limit order placement activities and their effects on stock market quality

DOI10.1007/S10479-021-04282-YOpenAlexW3204451539MaRDI QIDQ6148780

Wai-Man Liu, Kingsley Y. Fong, Anh Tu Le, Thai-Ha Le

Publication date: 8 February 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04282-y

zbMATH Keywords

latencydynamic limit order placement strategiesstock market quality

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model
• Optimal order placement in limit order markets

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