Name: The Institute for New Economic Thinking at the Oxford Martin School
Address: Eagle House, Walton Well Road, Oxford, Oxfordshire, OX2 6ED, UK
Telephone: +44 (0)1865 288895
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Filtered Results: 3 found

Jan 2005 Journal	A Random Order Placement Model of Price Formation in the Continuous Double Auction J. Doyne Farmer, Laszlo Gillemot, Marcus G. Daniels, Giulia Iori, Eric Smith, Supriya Krishnamurthy
Jul 2003 Journal	Statistical Theory of the Continuous Double Auction J. Doyne Farmer, Laszlo Gillemot, Eric Smith, Supriya Krishnamurthy
Jan 2003 Journal	An Analysis of Price Impact Function in Order-Driven Markets J. Doyne Farmer, Laszlo Gillemot, Giulia Iori, Eric Smith, Supriya Krishnamurthy, M.G. Daniels

Publications

Filtered Results: 3 found