ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
What an Experimental Limit Order Book Can Tell Us About Real Markets?
Communications in Computer and Information Science - Highlights in Practical Applications of Agents, Multi-Agent Systems, and Trust-worthiness. The PAAMS Collection
◽
10.1007/978-3-030-51999-5_2
◽
2020
◽
pp. 17-28
Author(s):
Annalisa Fabretti
Keyword(s):
Limit Order Book
◽
Order Book
◽
Experimental Limit
◽
Limit Order
Download Full-text
Related Documents
Cited By
References
Bid- and Ask-Side Liquidity in the NYSE Limit Order Book
SSRN Electronic Journal
◽
10.2139/ssrn.2788349
◽
2016
◽
Author(s):
Tolga Cenesizoglu
◽
Gunnar Grass
Keyword(s):
Limit Order Book
◽
Order Book
◽
Limit Order
Download Full-text
Limit Order Book and the Market Quality of Less Liquid Securities: The Evidence
SSRN Electronic Journal
◽
10.2139/ssrn.498223
◽
2004
◽
Author(s):
Hung Neng Lai
Keyword(s):
Limit Order Book
◽
Market Quality
◽
Order Book
◽
Limit Order
Download Full-text
A Theoretical Model of the Limit Order Book and Some Applications
SSRN Electronic Journal
◽
10.2139/ssrn.881274
◽
2006
◽
Author(s):
Joerg Osterrieder
Keyword(s):
Theoretical Model
◽
Limit Order Book
◽
Order Book
◽
Limit Order
Download Full-text
Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data
Pattern Recognition Letters
◽
10.1016/j.patrec.2020.06.006
◽
2020
◽
Vol 136
◽
pp. 183-189
◽
Cited By ~ 1
Author(s):
Nikolaos Passalis
◽
Anastasios Tefas
◽
Juho Kanniainen
◽
Moncef Gabbouj
◽
Alexandros Iosifidis
Keyword(s):
Time Series
◽
Financial Time Series
◽
Limit Order Book
◽
Time Series Forecasting
◽
Order Book
◽
Limit Order
◽
Bag Of Features
◽
Financial Time
Download Full-text
The information content of the limit order book: evidence from NYSE specialist trading decisions
Journal of Financial Markets
◽
10.1016/j.finmar.2004.07.001
◽
2005
◽
Vol 8
(1)
◽
pp. 25-67
◽
Cited By ~ 106
Author(s):
Lawrence E. Harris
◽
Venkatesh Panchapagesan
Keyword(s):
Information Content
◽
Limit Order Book
◽
Order Book
◽
Limit Order
◽
Specialist Trading
◽
Trading Decisions
Download Full-text
Benchmark Dataset for Short-Term Market Prediction of Limit Order Book in China Markets
The Journal of Financial Data Science
◽
10.3905/jfds.2021.1.074
◽
2021
◽
pp. jfds.2021.1.074
Author(s):
Charles Huang
◽
Weifeng Ge
◽
Hongsong Chou
◽
Xin Du
Keyword(s):
Limit Order Book
◽
Benchmark Dataset
◽
Order Book
◽
Short Term
◽
Limit Order
Download Full-text
Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional Autoregressive Dynamics
SSRN Electronic Journal
◽
10.2139/ssrn.2818409
◽
2016
◽
Author(s):
Ying Chen
◽
Wee Song Chua
Keyword(s):
Limit Order Book
◽
Order Book
◽
Limit Order
◽
Demand Curves
Download Full-text
Mid-Price Prediction in a Limit Order Book
SSRN Electronic Journal
◽
10.2139/ssrn.2544361
◽
2014
◽
Author(s):
Deepan Palguna
◽
Ilya Pollak
Keyword(s):
Limit Order Book
◽
Order Book
◽
Limit Order
◽
Price Prediction
Download Full-text
Optimal Placement in a Limit Order Book
SSRN Electronic Journal
◽
10.2139/ssrn.2318220
◽
2013
◽
Cited By ~ 6
Author(s):
Xin Guo
◽
Adrien de Larrard
◽
Zhao Ruan
Keyword(s):
Limit Order Book
◽
Optimal Placement
◽
Order Book
◽
Limit Order
Download Full-text
Pre-trade Transparency and the Information Content of the Limit Order Book
Market Microstructure and Nonlinear Dynamics
◽
10.1007/978-3-319-05212-0_2
◽
2014
◽
pp. 25-50
Author(s):
Huu Nhan Duong
◽
Petko S. Kalev
◽
Yang Sun
Keyword(s):
Information Content
◽
Limit Order Book
◽
Order Book
◽
Limit Order
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close