The Informational Content of Limit Order Distributions During Market Auctions

2016 ◽  
Author(s):  
Federico Platania ◽  
Pedro Serrano ◽  
Mikel Tapia
Keyword(s):  
Informational Content ◽  
Limit Order

scholarly journals The Informational Content of an Open Limit Order Book

2004 ◽  
Author(s):  
Charles Cao ◽  
Oliver Hansch ◽  
Xiaoxin Wang Beardsley
Keyword(s):  
Limit Order Book ◽  
Informational Content ◽  
Order Book ◽  
Limit Order

Limit Order Books

2015 ◽  
Author(s):  
Frederic Abergel ◽  
Anirban Chakraborti ◽  
Aymen Jedidi ◽  
Ioane Muni Toke ◽  
Marouane Anane
Keyword(s):  
Limit Order ◽  
Order Books ◽  
Limit Order Books

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
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