Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis

Fuente: arXiv

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Bibliographic Details
Main Authors:	Luwang, Salam Rabindrajit, Mukhia, Kundan, Sharma, Buddha Nath, Nurujjaman, Md., Rai, Anish, Petroni, Filippo
Format:	Preprint
Published:	2026
Subjects:	Statistical Finance Trading and Market Microstructure Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.04959