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Optimal Order Exposure in a Limit Order Market
SSRN Electronic Journal
◽
10.2139/ssrn.2938377
◽
2017
◽
Cited By ~ 1
Author(s):
Yuanyuan Chen
◽
Xuefeng Gao
Keyword(s):
Optimal Order
◽
Limit Order
◽
Limit Order Market
Download Full-text
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References
Order Aggressiveness Strategies by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures
SSRN Electronic Journal
◽
10.2139/ssrn.2326816
◽
2013
◽
Author(s):
Junmao Chiu
◽
Huimin Chung
◽
George H. K. Wang
Keyword(s):
Limit Order
◽
Index Futures
◽
Limit Order Market
Download Full-text
Weather and Time Series Determinants of Liquidity in a Limit Order Market
SSRN Electronic Journal
◽
10.2139/ssrn.1108862
◽
2009
◽
Cited By ~ 10
Author(s):
Juhani T. Linnainmaa
◽
Ioanid Rosu
Keyword(s):
Time Series
◽
Limit Order
◽
Limit Order Market
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
Undisclosed Orders and Optimal Submission Strategies in a Dynamic Limit Order Market
SSRN Electronic Journal
◽
10.2139/ssrn.1100303
◽
2011
◽
Cited By ~ 10
Author(s):
Sabrina Buti
◽
Barbara Rindi
Keyword(s):
Limit Order
◽
Limit Order Market
Download Full-text
Undisclosed orders and optimal submission strategies in a limit order market
Journal of Financial Economics
◽
10.1016/j.jfineco.2013.04.002
◽
2013
◽
Vol 109
(3)
◽
pp. 797-812
◽
Cited By ~ 31
Author(s):
Sabrina Buti
◽
Barbara Rindi
Keyword(s):
Limit Order
◽
Limit Order Market
Download Full-text
Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market
Finance
◽
10.3917/fina.362.0007
◽
2015
◽
Vol 36
(2)
◽
pp. 7
◽
Cited By ~ 1
Author(s):
Paolo Mazza
Keyword(s):
Limit Order
◽
Limit Order Market
Download Full-text
An agent-based model of financial returns in a limit order market
Practical Fruits of Econophysics
◽
10.1007/4-431-28915-1_28
◽
2006
◽
pp. 158-162
Author(s):
Koichi Hamada
◽
Kouji Sasaki
◽
Toshiaki Watanabe
Keyword(s):
Financial Returns
◽
Agent Based Model
◽
Limit Order
◽
Agent Based
◽
Limit Order Market
Download Full-text
Continuous time trading of a small investor in a limit order market
Stochastic Processes and their Applications
◽
10.1016/j.spa.2013.01.017
◽
2013
◽
Vol 123
(6)
◽
pp. 2011-2053
◽
Cited By ~ 1
Author(s):
Christoph Kühn
◽
Maximilian Stroh
Keyword(s):
Continuous Time
◽
Limit Order
◽
Limit Order Market
Download Full-text
Modeling Inter-Trade Durations in the Limit Order Market
New Advances in Statistics and Data Science - ICSA Book Series in Statistics
◽
10.1007/978-3-319-69416-0_15
◽
2017
◽
pp. 259-276
Author(s):
Jianzhao Yang
◽
Zhicheng Li
◽
Xinyun Chen
◽
Haipeng Xing
Keyword(s):
Limit Order
◽
Limit Order Market
Download Full-text
Picking-Off Risk and Liquidity in a Dynamic Limit Order Market
SSRN Electronic Journal
◽
10.2139/ssrn.1108419
◽
2008
◽
Author(s):
Bin Wei
Keyword(s):
Limit Order
◽
Limit Order Market
Download Full-text
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