Limit Order Book Dynamics and Asset Liquidity

Limit Order Book Dynamics and Asset Liquidity
Author :
Publisher : Cuvillier Verlag
Total Pages : 163
Release :
ISBN-10 : 9783867276795
ISBN-13 : 386727679X
Rating : 4/5 (79X Downloads)

Book Synopsis Limit Order Book Dynamics and Asset Liquidity by : Georg Pristas

Download or read book Limit Order Book Dynamics and Asset Liquidity written by Georg Pristas and published by Cuvillier Verlag. This book was released on 2008 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Limit Order Book Dynamics and Asset Liquidity Related Books

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

DOWNLOAD EBOOK

Liquidity Shocks and Order Book Dynamics
Language: en
Pages: 0
Authors: Bruno Biais
Categories: Stocks
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

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

DOWNLOAD EBOOK

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
Order Book Dynamics in the Presence of Liquidity Fluctuations
Language: en
Pages: 19
Authors: Helder Rojas
Categories:
Type: BOOK - Published: 2020 - Publisher:

DOWNLOAD EBOOK

We propose a stochastic model for a limit order book with liquidity fluctuations. Our model shows how severe intermittencies in the liquidity affect the order b
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

DOWNLOAD EBOOK

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