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The adaptive nature of liquidity taking in limit order book:
Taranto, D E
;
Bormetti, G
;
Lillo, F
Journal of Statistical Mechanics: Theory and Experiment. 2014 (2014) 6 - p. P06002 , 2014
Link:
https://doi.org/10.1088/1742-5468/2014/06/p06002
RT Journal T1 <Title>The adaptive nature of liquidity taking in limit order books</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1088_1742-5468_2014_06_p06002&Exemplar=1&LAN=DE A1 Taranto, D E A1 Bormetti, G A1 Lillo, F PB IOP Publishing YR 2014 SN 1742-5468 JF Journal of Statistical Mechanics: Theory and Experiment VO 2014 IS 6 SP P06002 LK http://dx.doi.org/https://doi.org/10.1088/1742-5468/2014/06/p06002 DO https://doi.org/10.1088/1742-5468/2014/06/p06002 SF ELIB - SuUB Bremen
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