Characterizing limit order prices

Journal article

Peer reviewed

Characterizing limit order prices

R.M. Withanawasam, P.A. Whigham and Timothy Falcon Crack

Physica A, Vol.392(21), pp.5346-5355

11/2013

DOI: https://doi.org/10.1016/j.physa.2013.06.060

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Record Identifier: 9926516747601891
Title: Characterizing limit order prices
Creators: R.M. Withanawasam
P.A. Whigham
Timothy Falcon Crack
Publication Details: Physica A, Vol.392(21), pp.5346-5355
Academic Unit: Accountancy and Finance
Date published ; e-published: 11/2013
Language: English
Resource Type: Journal article