High-frequency trading in a limit order book
Top Cited Papers
- 28 March 2008
- journal article
- research article
- Published by Taylor & Francis in Quantitative Finance
- Vol. 8 (3) , 217-224
- https://doi.org/10.1080/14697680701381228
Abstract
(2008). High-frequency trading in a limit order book. Quantitative Finance: Vol. 8, No. 3, pp. 217-224.This publication has 12 references indexed in Scilit:
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