Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Mouhamad Drame
| Year of publication: |
2019
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|---|---|
| Authors: | Drame, Mouhamad |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 5.2019, 1/4, p. 1-35
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| Subject: | Price formation | high-frequency trading | limit order book | asymmetry ofinformation | adverse selection | bid-ask spread | cross-impact | speed-bump | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Adverse Selektion | Adverse selection | Marktmikrostruktur | Market microstructure | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2382626620500070 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820075