Limit Order Book Dynamics in Matching Markets: Microstructure, Spread, and Execution Slippage

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Wu, Yao
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Multiagent Systems Social and Information Networks 91B26, 91B55 G.3; I.2.6
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2511.20606