MARKET MICROSTRUCTURE AND LIQUIDITY : Impact Factor & More
eISSN: 2424-8037pISSN: 2382-6266
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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
Adaptive Trading Strategies Across Liquidity Pools
- 1 Dec 2020
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LOB Modeling Using Hawkes Processes with a State-Dependent Factor
- 1 Dec 2020
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A Single Queue Reactive Hawkes Model for the Order Flow
- 1 Dec 2020
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Optimal Incentives in a Limit Order Book: A SPDE Control Approach
- 1 Dec 2020
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A Bayesian Viewpoint on the Price Formation Process
- 1 Dec 2020
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Author Index VOLUME 6 (2020)
- 1 Dec 2020
- Market Microstructure and Liquidity
Adaptive Trading Strategies Across Liquidity Pools
- 1 Dec 2020
- Market Microstructure and Liquidity
LOB Modeling Using Hawkes Processes with a State-Dependent Factor
- 1 Dec 2020
- Market Microstructure and Liquidity
A Single Queue Reactive Hawkes Model for the Order Flow
- 1 Dec 2020
- Market Microstructure and Liquidity
Optimal Incentives in a Limit Order Book: A SPDE Control Approach
- 1 Dec 2020
- Market Microstructure and Liquidity
A Bayesian Viewpoint on the Price Formation Process
- 1 Dec 2020
- Market Microstructure and Liquidity
Author Index VOLUME 6 (2020)
- 1 Dec 2020
- Market Microstructure and Liquidity
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