Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment-Reference-Cited by-同舟云学术

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Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment

Published:2020-11 Issue: Volume:72 Page:101575
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

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

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

1. Returns, volatility, and liquidity on the ASX;Allen;Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing,2008

2. Liquidity commonality and high frequency trading: evidence from the French stock market;Anagnostidis;International Review of Financial Analysis,2019

3. International evidence on algorithmic trading;Boehmer,2014

4. Temporary jobs: Stepping stones or dead ends?;Booth;The Economic Journal,2002

5. Pricing prices;Boulatov,2007

Cited by 3 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. High-frequency stock market order transitions during the US–China trade war 2018: A discrete-time Markov chain analysis;Chaos: An Interdisciplinary Journal of Nonlinear Science;2024-01-01

2. Dynamic limit order placement activities and their effects on stock market quality;Annals of Operations Research;2021-10-07

3. Resiliency in the E‐mini futures market;Journal of Futures Markets;2021-08-20

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