Studies of the limit order book around large price changes

B. Tóth (), J. Kertész and J. Farmer

The European Physical Journal B: Condensed Matter and Complex Systems, 2009, vol. 71, issue 4, 499-510

Keywords: 89.65.Gh Economics; econophysics, financial markets, business and management, (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (11)

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DOI: 10.1140/epjb/e2009-00297-9

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