Analyzing an Electronic Limit Order Book

R Journal - United States
doi 10.32614/rj-2011-010
Full Text
Abstract

Available in full text

Date
Authors
Publisher

The R Foundation

Related search

An Open-Source Limit-Order-Book Exchange for Teaching and Research

2018English

Online Learning in Limit Order Book Trade Execution

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
2018English

Price Jump Prediction in a Limit Order Book

Journal of Mathematical Finance
2013English

A Dynamic Model of the Limit Order Book

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2009English

Limit Order Book as a Market for Liquidity

SSRN Electronic Journal
2001English

Ex-Dividend Trading Deadlines and Limit Order Book Liquidity

SSRN Electronic Journal
2011English

The Information Content of a Limit Order Book: The Case of an FX Market

Journal of Financial Markets
EconomicsEconometricsFinance
2012English

Optimal Execution in a Limit Order Book and an Associated Microstructure Market Impact Model

SSRN Electronic Journal
2015English

Designated Market Makers in Electronic Limit Order Books - A Closer Look

SSRN Electronic Journal
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy