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.569982
Subject(s) - order (exchange) , limit (mathematics) , mathematics , flow (mathematics) , mathematical economics , economics , mathematical analysis , geometry , finance
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