SSRN Journal
 2010
DOI: 10.2139/ssrn.1677343
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The Market Impact of a Limit Order

Nikolaus Hautsch
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Ruihong Huang2
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Cited by 21 publications
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References 33 publications
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Models for the Impact of All Order Book Events

Eisler1,
Bouchaud2,
Kockelkoren3
2012
Market Microstructure
17
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33
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Models for the Impact of All Order Book Events

Eisler1,
Bouchaud2,
Kockelkoren3
2012
Market Microstructure
17
3
33
1
View full textAdd to dashboardCite

Combined References

2012
Market Microstructure
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0
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Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models

Groß-Klußmann
1
,
Hautsch
2
2013
Journal of Forecasting
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27
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13
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