Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10011635273
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/10009781275
Persistent link: https://www.econbiz.de/10009374212
Persistent link: https://www.econbiz.de/10011662756
Persistent link: https://www.econbiz.de/10012807370
Persistent link: https://www.econbiz.de/10013462427
Persistent link: https://www.econbiz.de/10014446620
Persistent link: https://www.econbiz.de/10013209696