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2 articles related to "Order Flow"

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Articles

Original Research

Published on 27 Mar 2014

Empirical properties of inter-cancellation durations in the Chinese stock market

in Interdisciplinary Physics

Gao-Feng Gu
Xiong Xiong
Wei Zhang
Yong-Jie Zhang
Wei-Xing Zhou

Frontiers in Physics

doi 10.3389/fphy.2014.00016

4,616 views
7 citations

Review

Published on 26 Sep 2024

Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies

in Mathematical Finance

Abe Webb

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1456746

3,754 views
1 citation