The adaptive nature of liquidity taking in limit order books

Fabrizio Lillo, Bormetti, Taranto, Fabrizio Lillo

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)
Original languageEnglish
Pages (from-to)P06002-
Number of pages38
JournalJournal of Statistical Mechanics: Theory and Experiment
Volume2014
Publication statusPublished - 2014

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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