3 results: page 1 of 1
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