Showing 1 - 10 of 22
Persistent link: https://www.econbiz.de/10013258996
Persistent link: https://www.econbiz.de/10003816051
Persistent link: https://www.econbiz.de/10002139512
Persistent link: https://www.econbiz.de/10012660428
Persistent link: https://www.econbiz.de/10000722668
Persistent link: https://www.econbiz.de/10001110493
Persistent link: https://www.econbiz.de/10001129759
Persistent link: https://www.econbiz.de/10010496318
Persistent link: https://www.econbiz.de/10012665966
We examine the dynamics of the limit order book recovery in the purely order-driven markets. The configuration of the current limit placements in the order book determines the costs over the mid-quote for the buy and sell trades. By analyzing the relationship between the costs of the possible...
Persistent link: https://www.econbiz.de/10011317119