The impact of heterogeneous trading rules on the limit order book and order flows
| Year of publication: |
2009
|
|---|---|
| Authors: | Chiarella, Carl ; Iori, Giulia ; Perelló, Josep |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 33.2009, 3, p. 525-537
|