ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Models of the Limit-Order Markets
Mapping Intimacies
◽
10.1142/9789811239502_0003
◽
2021
◽
pp. 43-64
Keyword(s):
Limit Order
◽
Limit Order Markets
Download Full-text
Related Documents
Cited By
References
Optimal Margin Requirements in Limit Order Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1343706
◽
2009
◽
Author(s):
Dan Ladley
◽
Terje Lensberg
◽
Klaus Reiner Schenk-Hoppé
Keyword(s):
Limit Order
◽
Limit Order Markets
◽
Margin Requirements
Download Full-text
High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation
SSRN Electronic Journal
◽
10.2139/ssrn.2624639
◽
2015
◽
Cited By ~ 6
Author(s):
Jakub Rojcek
◽
Alexandre Ziegler
Keyword(s):
High Frequency
◽
High Frequency Trading
◽
Limit Order
◽
Limit Order Markets
Download Full-text
Trading Fees and Efficiency in Limit Order Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1831146
◽
2011
◽
Cited By ~ 6
Author(s):
Jean-Edouard Colliard
◽
Thierry Foucault
Keyword(s):
Limit Order
◽
Limit Order Markets
Download Full-text
Does Anonymity Matter in Electronic Limit Order Markets?
Review of Financial Studies
◽
10.1093/rfs/hhm027
◽
2007
◽
Vol 20
(5)
◽
pp. 1707-1747
◽
Cited By ~ 100
Author(s):
Thierry Foucault
◽
Sophie Moinas
◽
Erik Theissen
Keyword(s):
Limit Order
◽
Limit Order Markets
Download Full-text
Optimal Order Placement in Limit Order Markets
SSRN Electronic Journal
◽
10.2139/ssrn.2155218
◽
2012
◽
Cited By ~ 8
Author(s):
Rama Cont
◽
Arseniy Kukanov
Keyword(s):
Optimal Order
◽
Limit Order
◽
Limit Order Markets
Download Full-text
Zero-intelligence Models of Limit-order Markets
Econophysics and Sociophysics
◽
10.1002/9783527610006.ch2
◽
2007
◽
pp. 35-63
◽
Cited By ~ 1
Author(s):
Robin Stinchcombe
Keyword(s):
Limit Order
◽
Limit Order Markets
◽
Intelligence Models
◽
Zero Intelligence
Download Full-text
Non-constant rates and over-diffusive prices in a simple model of limit order markets
Quantitative Finance
◽
10.1088/1469-7688/3/3/301
◽
2003
◽
Vol 3
(3)
◽
pp. 155-162
◽
Cited By ~ 29
Author(s):
Damien Challet
◽
Robin Stinchcombe
Keyword(s):
Simple Model
◽
Limit Order
◽
Limit Order Markets
Download Full-text
Large Large-Trader Activity Weakens the Long Memory of Limit Order Markets
SSRN Electronic Journal
◽
10.2139/ssrn.3146997
◽
2018
◽
Author(s):
Kevin Primicerio
◽
Damien Challet
Keyword(s):
Long Memory
◽
Limit Order
◽
Limit Order Markets
Download Full-text
A behavioural model of investor sentiment in limit order markets
Quantitative Finance
◽
10.1080/14697688.2016.1184756
◽
2016
◽
Vol 17
(1)
◽
pp. 71-86
◽
Cited By ~ 5
Author(s):
Carl Chiarella
◽
Xue-Zhong He
◽
Lei Shi
◽
Lijian Wei
Keyword(s):
Investor Sentiment
◽
Limit Order
◽
Limit Order Markets
◽
Behavioural Model
Download Full-text
Learning, information processing and order submission in limit order markets
Journal of Economic Dynamics and Control
◽
10.1016/j.jedc.2015.09.013
◽
2015
◽
Vol 61
◽
pp. 245-268
◽
Cited By ~ 17
Author(s):
Carl Chiarella
◽
Xue-Zhong He
◽
Lijian Wei
Keyword(s):
Information Processing
◽
Limit Order
◽
Limit Order Markets
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close