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2000 ◽  
pp. 43 ◽  
Author(s):  
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Keyword(s):  
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1995 ◽  
Vol 50 (5) ◽  
pp. 1655-1689 ◽  
Author(s):  
BRUNO BIAIS ◽  
PIERRE HILLION ◽  
CHESTER SPATT
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Empirical Analysis ◽  
Limit Order Book ◽  
Order Book ◽  
Order Flow ◽  
Limit Order ◽  
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A multilayer model of order book dynamics

2016 ◽  
Vol 2 (3) ◽  
pp. 37-52 ◽  
Author(s):  
Alessio Emanuele Biondo ◽  
Alessandro Pluchino ◽  
Andrea Rapisarda
Keyword(s):  
Order Book ◽  
Multilayer Model

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2004 ◽  
Author(s):  
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Alexander Kempf
Keyword(s):  
Order Book

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Author(s):  
Helena M. Beltran-Lopez ◽  
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Keyword(s):  
Order Book ◽  
Volatility Regimes ◽  
Book Markets
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