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by Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin
Published 2018
Table of Contents:
“...: Introduction: 3. Limit order books; 4. Empirical properties of limit order books; Part III. Limit Order Books...”Published 2018
Cambridge University Press
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by Stewart, Scott Dudley, Piros, Christopher Dixon, Heisler, Jeffrey
Published 2019
Table of Contents:
“... Valuation -- Return Measures -- The Impact of Flows and Errors -- Risk Measures -- 13.3 Performance...”Published 2019
John Wiley & Sons, Inc.