Limit order book as a market for liquidity

Keyphrases

• Limit Orders 100%
• Liquidity 100%
• Limit Order Book 100%
• Patient Trader 100%
• Quality Measures 50%
• Dynamic Model 50%
• Two-variable 50%
• Arrival Rate 50%
• Market Quality 50%
• Impatience 50%
• Time to Market 50%
• Traders 50%
• Testable Implications 50%
• Limit Order Markets 50%
• Spread Trading 50%
• Market Resiliency 50%
• Liquidity Traders 50%
• Price Variation 50%
• Order Book Dynamics 50%
• Market Order 50%
• Trading Frequency 50%