Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10011552732
Persistent link: https://www.econbiz.de/10010193280
Persistent link: https://www.econbiz.de/10012599798
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/10014248312
Persistent link: https://www.econbiz.de/10013188211
Persistent link: https://www.econbiz.de/10012487952