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MARKET MICROSTRUCTURE AND LIQUIDITY : Impact Factor & More
eISSN: 2424-8037pISSN: 2382-6266
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Topics Covered on MARKET MICROSTRUCTURE AND LIQUIDITY
Nash equilibrium
Order book
Tick size
Circuit breaker
Market impact
Geometric Brownian motion
Marked point process
MARKET MICROSTRUCTURE AND LIQUIDITY Journal Specifications
Indexed in the following public directories
Web of Science
| Overview | |
| Publisher | WORLD SCIENTIFIC PUBL CO PTE LTD |
| Frequency | Quarterly |
| General Details |
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Recently Published Papers in MARKET MICROSTRUCTURE AND LIQUIDITY
Spot Arbitrage in FX Market and Algorithmic Trading: Speed is Not of the Essence
- 17 Apr 2024
- Market Microstructure and Liquidity
Optimal Incentives in a Limit Order Book: A SPDE Control Approach
- 13 Jan 2024
- Market Microstructure and Liquidity
A Bayesian viewpoint on the price formation process
- 15 Apr 2023
- Market Microstructure and Liquidity
A single queue reactive Hawkes model for the order flow
- 15 Apr 2023
- Market Microstructure and Liquidity
LOB modeling using Hawkes processes with a state-dependent factor
- 15 Apr 2023
- Market Microstructure and Liquidity
Evidence of Crowding on Russell 3000 Reconstitution Events
- 25 Nov 2022
- Market Microstructure and Liquidity
Spot Arbitrage in FX Market and Algorithmic Trading: Speed is Not of the Essence
- 17 Apr 2024
- Market Microstructure and Liquidity
Optimal Incentives in a Limit Order Book: A SPDE Control Approach
- 13 Jan 2024
- Market Microstructure and Liquidity
A Bayesian viewpoint on the price formation process
- 15 Apr 2023
- Market Microstructure and Liquidity
A single queue reactive Hawkes model for the order flow
- 15 Apr 2023
- Market Microstructure and Liquidity
LOB modeling using Hawkes processes with a state-dependent factor
- 15 Apr 2023
- Market Microstructure and Liquidity
Evidence of Crowding on Russell 3000 Reconstitution Events
- 25 Nov 2022
- Market Microstructure and Liquidity
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FAQs on MARKET MICROSTRUCTURE AND LIQUIDITY
What is the publishing frequency of MARKET MICROSTRUCTURE AND LIQUIDITY? 
MARKET MICROSTRUCTURE AND LIQUIDITY published with a Quarterly frequency.
How many articles did MARKET MICROSTRUCTURE AND LIQUIDITY publish last year?
In 2024, MARKET MICROSTRUCTURE AND LIQUIDITY publsihed 2 articles.
What is the eISSN & pISSN for MARKET MICROSTRUCTURE AND LIQUIDITY?
For MARKET MICROSTRUCTURE AND LIQUIDITY, eISSN is 2424-8037 and pISSN is 2382-6266.
Who is the publisher of MARKET MICROSTRUCTURE AND LIQUIDITY?
WORLD SCIENTIFIC PUBL CO PTE LTD is the publisher of MARKET MICROSTRUCTURE AND LIQUIDITY.
