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

Fuente: arXiv

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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
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