Do stylised facts of order book markets need strategic behaviour?

Journal of Economic Dynamics and Control

Volumn 33, Issue 4, 2009, Pages 817-831

  Ladley, Dan ^a   Schenk Hoppé, Klaus Reiner ^b  

^a UNIVERSITY OF LEICESTER   (United Kingdom)

^b UNIVERSITY OF LEEDS   (United Kingdom)

Author keywords

Limit orders; Market dynamics; Non strategic behaviour; Order book markets; Stylised facts

Indexed keywords

EID: 59749084205     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2008.09.005     Document Type: Article

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