Designating market maker behaviour in Limit Order Book markets
Download paperDaníelsson, 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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