Order Execution Probability and Order Queue in Limit Order Markets
Crossref DOI link: https://doi.org/10.1007/s11424-020-9100-5
Published Online: 2020-10-08
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Qiang
Wang, Chao
Liu, Shancun
Yang, Yaodong
Text and Data Mining valid from 2020-10-01
Version of Record valid from 2020-10-01
Article History
Received: 21 March 2019
Revised: 2 September 2019
First Online: 8 October 2020