Order-splitting and long-memory in an order-driven market
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Volume (Year): 73 (2010)
Issue (Month): 1 (January)
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- Chiarella, Carl & Iori, Giulia, 2009.
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- Chiarella, C. & Iori, G. & Perello, J., 2008. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Working Papers 08/04, Department of Economics, City University London.
- Carl Chiarella & Giulia Iori & Josep Perello, 2007. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Papers 0711.3581, arXiv.org.
- Anonymous, 1991. "New Zealand economic chronology 1990," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 54, june.
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- Andrew W. Lo & A. Craig MacKinlay, 1989. "An Econometric Analysis of Nonsynchronous Trading," NBER Working Papers 2960, National Bureau of Economic Research, Inc.
- Carl Chiarella & Giulia Iori, 2002. "A simulation analysis of the microstructure of double auction markets," Quantitative Finance, Taylor & Francis Journals, vol. 2(5), pages 346-353.
- ., 1995. "Public finances and the cycle," Occasional Papers 4, The Public Enquiries Unit, HM Treasury.
- anonymous, 1991. "Regional economic development and public policy," Monograph, Federal Reserve Bank of Kansas City, number 1991redap.
- Anonymous, 1991. "Economic Forecasts," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 54, september.
- anonymous, 1995. "Economist examines financial derivatives risk," Financial Update, Federal Reserve Bank of Atlanta, issue Jan, pages 1-4. Full references (including those not matched with items on IDEAS)
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