scholarly journals Does Anonymity Matter in Electronic Limit Order Markets?

2007 ◽  
Vol 20 (5) ◽  
pp. 1707-1747 ◽  
Author(s):  
Thierry Foucault ◽  
Sophie Moinas ◽  
Erik Theissen
Keyword(s):  
Limit Order ◽  
Limit Order Markets

Optimal Margin Requirements in Limit Order Markets

2009 ◽  
Author(s):  
Dan Ladley ◽  
Terje Lensberg ◽  
Klaus Reiner Schenk-Hoppé
Keyword(s):  
Limit Order ◽  
Limit Order Markets ◽  
Margin Requirements

scholarly journals Trading Fees and Efficiency in Limit Order Markets

2011 ◽  
Author(s):  
Jean-Edouard Colliard ◽  
Thierry Foucault
Keyword(s):  
Limit Order ◽  
Limit Order Markets

Non-constant rates and over-diffusive prices in a simple model of limit order markets

2003 ◽  
Vol 3 (3) ◽  
pp. 155-162 ◽  
Author(s):  
Damien Challet ◽  
Robin Stinchcombe
Keyword(s):  
Simple Model ◽  
Limit Order ◽  
Limit Order Markets

scholarly journals A behavioural model of investor sentiment in limit order markets

2016 ◽  
Vol 17 (1) ◽  
pp. 71-86 ◽  
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Lei Shi ◽  
Lijian Wei
Keyword(s):  
Investor Sentiment ◽  
Limit Order ◽  
Limit Order Markets ◽  
Behavioural Model

scholarly journals Learning, information processing and order submission in limit order markets

2015 ◽  
Vol 61 ◽  
pp. 245-268 ◽  
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Lijian Wei
Keyword(s):  
Information Processing ◽  
Limit Order ◽  
Limit Order Markets

Estimating the Gains from Trade in Limit-Order Markets

2006 ◽  
Vol 61 (6) ◽  
pp. 2753-2804 ◽  
Author(s):  
BURTON HOLLIFIELD ◽  
ROBERT A. MILLER ◽  
PATRIK SANDÅS ◽  
JOSHUA SLIVE
Keyword(s):  
Gains From Trade ◽  
Limit Order ◽  
Limit Order Markets
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