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Order book
Effects of the Limit Order Book on Price Dynamics
Portfolio Management Under Transaction Costs
The Order Book As a Queueing System: Average Depth and Influence of the Size of Limit Orders Ioane Muni Toke
Informed Traders and Limit Order Markets$
Single Stock Dividend Futures
Dark Pools and High Frequency Trading for Dummies
Order-Book Modelling and Market Making Strategies
Flights to Safety
Nasdaq Market Center Systems Description
Order Book Approach to Price Impact
Electronic Communications Networks and Liquidity on the Nasdaq
Guide to Going Public Strategic Considerations Before, During and Post-IPO Contents
Market Microstructure Steven Skiena
The Value of Queue Position in a Limit Order Book
NYSE IPO Guide Third Edition
Measuring and Explaining Liquidity on an Electronic Limit Order Book
Liquidity Modeling Using Order Book Data
Guide to the Initial Public Offering
Top View
Market Maker V Automated Order Book Markets: Uk Evidence
Order Behavior in High Frequency Markets
Modern Portfolio Theory Revisited: from Real Traders to New Methods
Liquidity, Volatility and Flights to Safety in the US
Optimal Placement in a Limit Order Book
A Mathematical Approach to Order Book Modelling Frédéric Abergel, Aymen Jedidi
Understanding Limit Order Book Depth: Conditioning on Trade Informativeness
Limit Order Book Models and Optimal Trading Strategies
Electronic Trading in Financial Markets Terrence Hendershott
US-Capital-Markets-Performance
LSEG - Electronic Order Book Trading April 2021
FIN 432 – Investment Analysis and Management Review Notes for Midterm Exam
Liquidity Begets Liquidity Implications for a Dark Pool Environment
Price Improvement and Execution Risk in Lit and Dark Markets*
Flight-To-Quality Or Flight-To-Liquidity? Evidence from the Euro-Area Bond Market
Dividend Procedure Timetable 2021
Analyzing an Electronic Limit Order Book
Important Information About Initial Public Offerings, Continued
A Guide to London Stock Exchange Trading Services for Equity Securities Contents
US IPO Guide
Effects of Limit Order Book Information Level on Market Stability Metrics
Reprint Of: Market Liquidity in the Financial Crisis: the Role of Liquidity
LSEG - Electronic Order Book Trading November 2020
Market Architecture: Limit-Order Books Versus Dealership Markets$
A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
Glossary: BIS Papers No 7 (Part 12) Nov 2001
Regulation of Electronic Communications Networks
Bookbuilding: How Informative Is the Order Book?∗
The Liquidity of Corporate and Government Bonds: Drivers and Sensitivity to Different Market Conditions
Flights to Safety
Statistical Arbitrage Using Limit Order Book Imbalance
Reading the Signs of Order Book and Price Movements
Market Liquidity and Convexity of Order-Book
Limit Order Book Markets: a Queueing Systems Perspective
High-Frequency Trading in a Limit Order Book
Dark Pools and Market Liquidity
Dynamics of Limit Order Book: Statistical Analysis, Modelling And
A Comparison of Trading Platforms for Small Cap Stocks in London
Simulating and Analyzing Order Book Data: the Queue-Reactive Model
Information and Optimal Trading Strategies with Dark Pools *
Dark Pool Trading Strategies"
An Empirical Analysis of a Pure Order-Driven Market* Roberto
A Model for Queue Position Valuation in a Limit Order Book∗
1 Order-Book Trading Algorithms
Equilibrium in the Initial Public Offering Market
Who Wants to Trade Around Ex-Dividend Days?
Commonalities in the Order Book
Modeling the Limit Order Book Ph.D
Enhancing Trading Strategies with Order Book Signals$
Competition on the Nasdaq and the Growth of Electronic Communication Networks
Reduced Form Modeling of Limit Order Markets
Ex-Dividend Day Bid-Ask Spread Effects in a Limit Order Book Market Setting
The Information Content of an Open Limit-Order Book
Order Book Queue Hawkes-Markovian Modeling
Tax Motivated Ex-Dividend Trading Goes Dark Bernt Arne Ødegaard June 2019
Listing of Dark Pool Sites
Ex-Dividend Day Bid-Ask Spread Effects in a Limit Order Book Market Setting*
SIFMA Insights Electronic: Trading Market Structure Primer