How does the market react to your order flow?

Quantitative Finance

Volumn 12, Issue 7, 2012, Pages 1015-1024

  Toth B ^a,b   Eisler, Z ^a   Lillo, F ^b,c,d   Kockelkoren, J ^a   Bouchaud, J P ^a   Farmer, J D ^b  

^a Capital Fund Management   (France)

^b SANTA FE INSTITUTE   (United States)

^c SCUOLA NORMALE SUPERIORE   (Italy)

^d UNIVERSITY OF PALERMO   (Italy)

Author keywords

Behavioural finance; Financial markets; Limit order market; Market microstructure

Indexed keywords

EID: 84863584058     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2012.690886     Document Type: Article

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