"Market making" behaviour in an order book model and its impact on the bid-ask spread¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	microstructure, execution_costs
Authors	Ioane Muni Toke
Published	2010-06-04
Source	arXiv Quantitative Finance History
Identifiers	arxiv:1003.3796
URL	Open original source

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