Order-splitting and long-memory in an order-driven market

Journal article

Order-splitting and long-memory in an order-driven market

Ryuichi Yamamoto and Blake Lebaron

The European Physical Journal B - Condensed Matter and Complex Systems, Vol.73(1), pp.51-57

The European Physical Journal B - Condensed Matter and Complex Systems

2010

Metrics

4 Record Views

Details

Title: Order-splitting and long-memory in an order-driven market
Creators: Ryuichi Yamamoto
Blake Lebaron
Publication Details: The European Physical Journal B - Condensed Matter and Complex Systems, Vol.73(1), pp.51-57
Series: The European Physical Journal B - Condensed Matter and Complex Systems
Publisher: Springer
Identifiers: 9924086666601921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Journal article