Open AccessCarry Forward Modeling for High-Frequency Limit-Order Executions: An Emerging Market Perspective
Author(s) -
Aritra Pan,
A. K. Misra
Publication year - 2022
Publication title -
american business review
Language(s) - English
Resource type - Journals
eISSN - 2689-8810
pISSN - 0743-2348
DOI - 10.37625/abr.25.1.92-119
Subject(s) - order book , computer science , limit (mathematics) , high frequency trading , order (exchange) , bid price , tick size , speculative execution , out of order execution , perspective (graphical) , stock exchange , algorithmic trading , econometrics , financial economics , economics , mathematics , parallel computing , finance , artificial intelligence , mathematical analysis