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Trade Execution Flow as the Underlying Source of Market Dynamics

Fuente: arXiv

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Bibliographic Details
Main Authors:	Belov, Mikhail Gennadievich, Dubov, Victor Victorovich, Ivanov, Vadim Konstantinovich, Maslov, Alexander Yurievich, Proshina, Olga Vladimirovna, Malyshkin, Vladislav Gennadievich
Format:	Preprint
Published:	2025
Subjects:	Computational Finance Numerical Analysis Trading and Market Microstructure
Online Access:	Acceder al recurso
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