Queuing, Social Interactions, And The Microstructure Of Financial Markets
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Macroeconomic Dynamics.
Volume (Year): 12 (2008)
Issue (Month): 02 (April)
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- Christian Bayer & Ulrich Horst & Jinniao Qiu, 2014. "A Functional Limit Theorem for Limit Order Books," Papers 1405.5230, arXiv.org.
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