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  • Search: subject:"Order flow dynamics"
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Bid-ask spread 1 Börsenkurs 1 Electronic trading 1 Elektronisches Handelssystem 1 Estimation 1 Geld-Brief-Spanne 1 Hidden liquidity 1 High-frequency trading 1 Limit order book 1 Liquidity 1 Liquidity competition 1 Liquidität 1 Market impact 1 Market liquidity 1 Market microstructure 1 Marktliquidität 1 Marktmikrostruktur 1 Order flow dynamics 1 Schätzung 1 Securities trading 1 Share price 1 Theorie 1 Theory 1 Wertpapierhandel 1
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Cebiroglu, Gökhan 1 Horst, Ulrich 1
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Journal of economic dynamics & control 1
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Optimal order display in limit order markets with liquidity competition
Cebiroglu, Gökhan; Horst, Ulrich - In: Journal of economic dynamics & control 58 (2015), pp. 81-100
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