Designating market maker behaviour in Limit Order Book markets

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

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

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