Trading strategies of institutional investors in a limit order book market
The study aims to examine the trading strategies of institutional investors in limit order book market. The study modifies assumptions of prior studies [1,2] to match actual situations or facilitate calculations. First, to match actual situations or facilitate calculations. First, the investors’ obj...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2016-01-01
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| Series: | MATEC Web of Conferences |
| Online Access: | http://dx.doi.org/10.1051/matecconf/20164402062 |