Chapter 1 -- Chapter 2: The Telegraph, NYSE, Bloomberg, and Uber -- Chapter 3: Winner Takes All -- Chapter 4: NYSE’s rise to Pre-eminence -- Chapter 5: The Usual Suspects -- Chapter 6: Data as Clues -- Chapter 7: When. The Numbers Through a Telescope -- Chapter 8: Why. The Numbers under a...

We propose a framework to study the optimal liquidation strategy in a limit order book for large-tick stocks, with the spread equal to one tick. All order book events (market orders, limit orders and cancellations) occur according to independent Poisson processes, with parameters depending on...

The absence of liquidity in the stock market causes uneasiness in the market. Proper trading strategies are devised when liquidity is present making the magnitude of returns determinable. The study investigated stock market liquidity levels for the Zimbabwe Stock Exchange during the pre-Covid...