Work

Modelling empirical features and liquidity resilience in the Limit Order Book

Year: 2015

Type: dissertation

Source: UCL Discovery (University College London)

Author: Efstathios Panayi

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2303286876

Cites: 127

Cited by:

Related to: 10