A framework to measure the impact of limit orders on the quoted price using particle physics tools

P.M.M. Debie, J.M.E. Pennings, B. Tekinerdogan, C. Catal, S. Demirel, M.E. Verhulst, T.A. Alskaif, M.P. van Leeuwen, Lorenzo Moneta, J. Rembser, Axel Naumann

Research output: Contribution to conferenceConference paperAcademic

Original languageEnglish
Publication statusPublished - 2022
EventNCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, April, 25-26, Saint-Louis, U.S.A. - Saint-Louis, United States
Duration: 25 Apr 202226 Apr 2022

Conference

ConferenceNCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, April, 25-26, Saint-Louis, U.S.A.
Country/TerritoryUnited States
CitySaint-Louis
Period25/04/2226/04/22

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