Limit Order Book Dynamics and Asset Liquidity

Limit Order Book Dynamics and Asset Liquidity
Author: Georg Pristas
Publisher: Cuvillier Verlag
Total Pages: 163
Release: 2008
Genre:
ISBN: 386727679X


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Limit Order Book Dynamics and Asset Liquidity
Language: en
Pages: 163
Authors: Georg Pristas
Categories:
Type: BOOK - Published: 2008 - Publisher: Cuvillier Verlag

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High Frequency Trading and Limit Order Book Dynamics
Language: en
Pages: 377
Authors: Ingmar Nolte
Categories: Business & Economics
Type: BOOK - Published: 2016-04-14 - Publisher: Routledge

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This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address cri
Limit Order Books
Language: en
Pages: 242
Authors: Frédéric Abergel
Categories: Mathematics
Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press

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A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the ord
High Frequency Trading and Limit Order Book Dynamics
Language: en
Pages: 325
Authors: Ingmar Nolte
Categories: Business & Economics
Type: BOOK - Published: 2016-04-14 - Publisher: Routledge

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This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address cri
Liquidity Shocks and Order Book Dynamics
Language: en
Pages: 0
Authors: Bruno Biais
Categories: Stocks
Type: BOOK - Published: 2009 - Publisher:

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We propose a dynamic competitive equilibrium model of limit order trading, based on the premise that investors cannot monitor markets continuously. We study how