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文献信息
Market MicrostructureMarket ImpactLimit Order BookPrice ImpactLimit OrderOrder FlowMarket OrdersTransaction CostsPrice FormationMarket ParticipantsHawkes ProcessesOrder BookFinancial MarketsHigh FrequencyLiquidity ProvisionBayesian FilteringOptimal Execution StrategyHawkes ProcessOptimal Execution ProblemAdverse Selection Risk
vol.6 (2020)
vol.5 (2019)
vol.4 (2018)
vol.3 (2017)
vol.2 (2016)
vol.1 (2015)
Sfendourakis, EmmanouilToke, Ioane Muni