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
Price range: $

Citation:

Tóth, Bence, János Kertész, and J. Doyne Farmer.  'Studies of the Limit Order Book around Large Price Changes'.  Eur. J. Phys. B 71 (2009): 499-510.

Download Document (pdf, 562.077 KB)

Studies of the Limit Order Book around Large Price Changes

Citation:

Authors

Research Programmes

Type