Limit Order Markets: A Survey-Reference-Cited by-同舟云学术

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Limit Order Markets: A Survey

Published:2008 Issue: Volume: Page:63-96
ISSN:
Container-title:Handbook of Financial Intermediation and Banking
language:
Short-container-title:

Author:

Parlour Christine A.,Seppi Duane J.

Publisher

Elsevier

Reference85 articles.

1. Limit Orders, Depth and Volatility: Evidence from the Stock Exchange of Hong Kong;Ahn;Journal of Finance,2001

2. Order Splitting and Order Aggressiveness in Electronic Trading;Aitken,2005

3. Asset Pricing and the Bid-Ask Spread;Amihud;Journal of Financial Economics,1986

4. Empirical Evidence on the Evolution of Liquidity, Choice of Market versus Limit Orders by Informed Traders;Anand,2004

5. Limit versus Market Orders;Angel,1992

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1. Infinite Horizon Nash Equilibrium Models of a Limit Order Book;Dynamic Games and Applications;2024-07-26

2. Modeling of limit order book data with ordered fuzzy numbers;Applied Soft Computing;2024-06

3. Nonstandard Errors;The Journal of Finance;2024-04-17

4. Non-Standard Errors;SSRN Electronic Journal;2024

5. TCN-LOB: Temporal Convolutional Network for Limit Order Books;2023 2nd International Conference on Robotics, Artificial Intelligence and Intelligent Control (RAIIC);2023-08-11

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