(In)stability properties of limit order dynamics

Proceedings of the ACM Conference on Electronic Commerce

Volumn 2006, Issue , 2006, Pages 120-129

  Even Dar, Eyal ^a   Kakade, Sham M ^b   Kearns, Michael ^a   Mansour, Yishay ^c  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b TOYOTA TECHNOLOGICAL INSTITUTE AT CHICAGO   (United States)

^c TEL AVIV UNIVERSITY   (Israel)

Author keywords

Computational Finance; Market Microstructure

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS; MARKETING; PERTURBATION TECHNIQUES;

COMPUTATIONAL FINANCE; MARKET MICROSTRUCTURE;

ELECTRONIC COMMERCE;

EID: 33748698028     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1134707.1134721     Document Type: Conference Paper

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