Limit Order Book Dynamics and Asset Liquidity

Limit Order Book Dynamics and Asset Liquidity
Author: Georg Pristas
Publisher: Cuvillier Verlag
Total Pages: 163
Release: 2008
Genre:
ISBN: 386727679X

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Limit Order Book Dynamics and Asset Liquidity
Language: en
Pages: 163
Authors: Georg Pristas
Categories:
Type: BOOK - Published: 2008 - Publisher: Cuvillier Verlag

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Limit Order Books
Language: en
Pages: 242
Authors: Frédéric Abergel
Categories: Mathematics
Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press

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A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the ord
Limit Order Book as a Market for Liquidity
Language: en
Pages: 76
Authors: Thierry Foucault
Categories: Liquidity (Economics)
Type: BOOK - Published: 2001 - Publisher:

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Limit Order Book as a Market for Liquidity
Language: en
Pages: 60
Authors: Thierry Foucault
Categories:
Type: BOOK - Published: 2013 - Publisher:

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We devel op a dynamic modelof anorder-drivenmarket populated bydiscretionary liquidity traders. These tradersmust trade, yet canchoose the type oforder and are
Liquidity, Trading Rules, and Electronic Trading Systems
Language: en
Pages: 76
Authors: Lawrence E. Harris
Categories: Capital market
Type: BOOK - Published: 1991 - Publisher:

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