How spread changes affect the order book: comparing the price responses of order deletions and placements to trades
Crossref DOI link: https://doi.org/10.1140/epjb/e2019-90744-3
Published Online: 2019-06-24
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Grimm, Stephan
Guhr, Thomas
Text and Data Mining valid from 2019-06-01
Version of Record valid from 2019-06-01
Article History
Received: 19 December 2018
Revised: 29 March 2019
First Online: 24 June 2019