scholarly journals Optimal Order Placement in Limit Order Markets

2012 ◽  
Author(s):  
Rama Cont ◽  
Arseniy Kukanov
Keyword(s):  
Optimal Order ◽  
Limit Order ◽  
Limit Order Markets

scholarly journals Optimal order placement in limit order markets

2016 ◽  
Vol 17 (1) ◽  
pp. 21-39 ◽  
Author(s):  
Rama Cont ◽  
Arseniy Kukanov
Keyword(s):  
Optimal Order ◽  
Limit Order ◽  
Limit Order Markets

Optimal Margin Requirements in Limit Order Markets

2009 ◽  
Author(s):  
Dan Ladley ◽  
Terje Lensberg ◽  
Klaus Reiner Schenk-Hoppé
Keyword(s):  
Limit Order ◽  
Limit Order Markets ◽  
Margin Requirements

scholarly journals Does Anonymity Matter in Electronic Limit Order Markets?

2007 ◽  
Vol 20 (5) ◽  
pp. 1707-1747 ◽  
Author(s):  
Thierry Foucault ◽  
Sophie Moinas ◽  
Erik Theissen
Keyword(s):  
Limit Order ◽  
Limit Order Markets
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