Author:
Cvitanić Jakša,Plott Charles,Tseng Chien-Yao
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Reference28 articles.
1. Alton, M., Plott, C.: Principles of continuous price determination in an experimental environment with flows of random arrivals and departures. Working paper, Caltech (2010)
2. Avellaneda, M., Stoikov, S.: High-frequency trading in a limit order book. Quant. Financ. 8, 217–224 (2008)
3. Back, K., Baruch, S.: Working orders in limit-order markets and floor exchanges. J. Financ. 62 1589–1621 (2007)
4. Biais, B., Foucault, T., Moinas, S.: Equilibrium algorithmic trading. Working paper, Toulouse School of Economics (IDEI) (2010)
5. Biais, B., Mortimort, D., Rochet, J.-C.: Competing mechanisms in a common value environment. Econometrica 68, 799837 (2000)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Natural risk measures;Mathematics and Financial Economics;2016-03-04