The adaptive nature of liquidity taking in limit order books

Fabrizio Lillo, Bormetti, Taranto, Fabrizio Lillo

Risultato della ricerca: Article › peer review

Lingua originale	English
pagine (da-a)	P06002-
Numero di pagine	38
Rivista	Journal of Statistical Mechanics: Theory and Experiment
Volume	2014
Stato di pubblicazione	Published - 2014

All Science Journal Classification (ASJC) codes

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title = "The adaptive nature of liquidity taking in limit order books",

author = "Fabrizio Lillo and Bormetti and Taranto and Fabrizio Lillo",

year = "2014",

language = "English",

volume = "2014",

pages = "P06002--",

journal = "Journal of Statistical Mechanics: Theory and Experiment",

issn = "1742-5468",

publisher = "IOP Publishing Ltd.",

}

TY - JOUR

T1 - The adaptive nature of liquidity taking in limit order books

AU - Lillo, Fabrizio

AU - Bormetti, null

AU - Taranto, null

AU - Lillo, Fabrizio

PY - 2014

Y1 - 2014

UR - http://hdl.handle.net/10447/100381

M3 - Article

VL - 2014

SP - P06002-

JO - Journal of Statistical Mechanics: Theory and Experiment

JF - Journal of Statistical Mechanics: Theory and Experiment

SN - 1742-5468

ER -