The Price Impact of Order Book Events: Market Orders, Limit Orders and Cancellations
- 期刊名称SSRN Electronic Journal
- 作者Eisler, Zoltan; Bouchaud, Jean-Philippe; Kockelkoren, Julien
- 电子ISSN1556-5068
- 文件大小625.18KB
- 发表时间2009
- DOI10.2139/ssrn.1373762
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