Designating market maker behaviour in Limit Order Book markets

Danielsson, J., G. Peters, S. Panayi, and J.-P. Zigrand (2018, January). Designating market maker behaviour in limit order book markets. Econometrics and Statistics 5.

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BibTeX

@article{DanielssonPetersPanayiZigrand2018,
	title={Designating market maker behaviour in Limit Order Book markets},
	author={J{\'o}n Dan{\'i}elsson  and  Gareth Peters and Stathi Panayi and Jean-Pierre Zigrand},
	year=2018,
	journal={Econometrics and Statistics},
	volume=5,
	month=jan,
	url={https://ssrn.com/abstract=2646649},
	page={20-44},
}