Analysis and modeling of client order flow in limit order markets. Issue 2 (1st February 2023)
- Record Type:
- Journal Article
- Title:
- Analysis and modeling of client order flow in limit order markets. Issue 2 (1st February 2023)
- Main Title:
- Analysis and modeling of client order flow in limit order markets
- Authors:
- Cont, Rama
Cucuringu, Mihai
Glukhov, Vacslav
Prenzel, Felix - Abstract:
- Abstract : Four distinct clusters of client order flow are identified and their properties analyzed
- Is Part Of:
- Quantitative finance. Volume 23:Issue 2(2023)
- Journal:
- Quantitative finance
- Issue:
- Volume 23:Issue 2(2023)
- Issue Display:
- Volume 23, Issue 2 (2023)
- Year:
- 2023
- Volume:
- 23
- Issue:
- 2
- Issue Sort Value:
- 2023-0023-0002-0000
- Page Start:
- 187
- Page End:
- 205
- Publication Date:
- 2023-02-01
- Subjects:
- Finance -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Investments -- Mathematics -- Periodicals
Economics -- Periodicals
Finances -- Modèles mathématiques -- Périodiques
332.015118 - Journal URLs:
- http://www.tandfonline.com/toc/rquf20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/14697688.2022.2150282 ↗
- Languages:
- English
- ISSNs:
- 1469-7688
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 7168.333200
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 25734.xml