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Publications by Sabrina Buti
Undisclosed Orders and Optimal Submission Strategies in a Dynamic Limit Order Market
SSRN Electronic Journal
Sub-Penny and Queue-Jumping
SSRN Electronic Journal
Related publications
Order Submission: The Choice Between Limit and Market Orders
SSRN Electronic Journal
A Dynamic Limit Order Market With Fast and Slow Traders
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A Dynamic Limit Order Market With Fast and Slow Traders
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Optimal Execution in a Limit Order Book and an Associated Microstructure Market Impact Model
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Limit Order Flow, Market Impact, and Optimal Order Sizes: Evidence From NASDAQ TotalView-ITCH Data
Simulating Trader Manipulation in a Limit-Order Driven Market
An Empirical Analysis of Undisclosed Limit Orders Submissions Around Earnings Announcements on the Australian Securities Exchange
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Limit Order Book as a Market for Liquidity
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A Dynamic Model of the Limit Order Book
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