Price movement effects on the state of the electronic limit-order book

Yue Cheong Chan

Research output: Journal article publicationJournal articleAcademic researchpeer-review

15 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Price movement effects on the state of the electronic limit-order book'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance