Designating market maker behaviour in Limit Order Book markets

Download paper

   Daníelsson, J., G. Peters, S. Panayi, and J.-P. Zigrand (2018, January). Designating market maker behaviour in limit order book markets. Econometrics and Statistics 5.

null

@ARTICLE{DanielssonPetersPanayiZigrand2018,
  author =  {J{\'o}n Dan{\'i}elsson  and  Gareth Peters and Stathi
                  Panayi and Jean-Pierre Zigrand},
  title =   {Designating market maker behaviour in Limit Order Book
                  markets},
  journal = "Econometrics and Statistics",
  volume =  {5},
  year =    2018,
  url =     {ssrn.com/abstract=2646649},
 }

Learning from History: Volatility and Financial Crises
Market Resilience
Risk research
Jon Danielson's research papers on systemic risk, artificial intelligence, risk forecasting, financial regulations and crypto currencies.
© All rights reserved, Jon Danielsson,