Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets
Year of publication: |
2014
|
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Authors: | Maglaras, Costis |
Other Persons: | Moallemi, Ciamac C. (contributor) ; Zheng, Hua (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Wertpapierhandel | Securities trading | Warteschlangentheorie | Queueing theory | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (60 p) |
---|---|
Series: | Columbia Business School Research Paper ; No. 14-13 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2403884 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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