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A mathematical approach to order book modeling
Abergel, Frédéric, (2013)
Market microstructure invariance : empirical hypotheses
Kyle, Albert S., (2016)
Liquidity and impact in fair markets
Jaisson, Thibault, (2015)
Major world equity markets: current structure and prospects for change
Huang, Roger D., (1991)
High speed equities trading : 1993 - 2012
Stoll, Hans R., (2014)
Regulation of financial markets : a focused approach
Stoll, Hans R., (1998)