Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Luwang, S. R., Rai, A., Nurujjaman, Md., Petroni, F.
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.07625