Showing 1 - 10 of 87
Persistent link: https://www.econbiz.de/10010349284
Persistent link: https://www.econbiz.de/10010193280
Persistent link: https://www.econbiz.de/10011783456
Persistent link: https://www.econbiz.de/10014580434
We propose an empirical behavioral order-driven (EBOD) model with price limit rules, which consists of an order placement process and an order cancellation process. All the ingredients of the model are determined based on the empirical microscopic regularities in the order flows of stocks traded...
Persistent link: https://www.econbiz.de/10012704142
Persistent link: https://www.econbiz.de/10012313585
Persistent link: https://www.econbiz.de/10012267073
Persistent link: https://www.econbiz.de/10012388343
Persistent link: https://www.econbiz.de/10013459419
Persistent link: https://www.econbiz.de/10011589535