Open AccessAnalysis of Limit Order Book and Order Flow
Author(s) -
Charlie Charoenwong,
Nuttawat Visaltanachoti,
David K. Ding
Publication year - 2003
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.488422
Subject(s) - contrarian , order (exchange) , order book , market liquidity , tick size , order type , market depth , limit (mathematics) , economics , financial economics , econometrics , monetary economics , mathematics , geography , stock market , finance , combinatorics , mathematical analysis , context (archaeology) , archaeology
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