Beltran Lopez, Helena (contributor); … - 2005
volumes of non-executed limit orders.
Over the same period, academic research on automated auction markets has surged and
many … the empirical
methodology. Section III reports the results of the principal components analysis applied to
4Similar to …), a company specializing
in life sciences. Figure 1 presents an example of timepaths for 50,000, 250,000, 1 million
and 2 …