Modeling stock pinning
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680701881763
Reference16 articles.
1. A market-induced mechanism for stock pinning
2. Statistical properties of stock order books: empirical results and models
3. Analyzing and modeling 1+1d markets
4. A simulation analysis of the microstructure of double auction markets*
5. Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
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