Competition for Order Flow with Fast and Slow Traders.
- Published in:
- Review of Financial Studies, 2015, v. 28, n. 7, p. 2094, doi. 10.1093/rfs/hhv023
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- Publication type:
- Article
Works matching DE "PURCHASE order cancellation"
Results: 7
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High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration.
- Published in:
- Quantitative Finance, 2018, v. 18, n. 2, p. 249, doi. 10.1080/14697688.2017.1403142
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- Article
3
Order cancellations across investor groups: evidence from an emerging order-driven market.
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- Review of Quantitative Finance & Accounting, 2017, v. 49, n. 4, p. 1167, doi. 10.1007/s11156-017-0620-6
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- Article
4
Demystifying the Contract for Deed.
- Published in:
- Bench & Bar of Minnesota, 2013, v. 70, n. 6, p. 14
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- Article
5
Cancellation Latency: The Good, the Bad, and the Ugly.
- Published in:
- Financial Management (Wiley-Blackwell), 2017, v. 46, n. 2, p. 377, doi. 10.1111/fima.12143
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- Article
6
Order Cancellations, Fees, and Execution Quality in U.S. Equity Options.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 4, p. 1534, doi. 10.1093/rfs/hhz088
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- Article
7
Next in Line.
- Published in:
- Quality Progress, 2012, v. 45, n. 4, p. 44
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- Publication type:
- Article