Designating market maker behaviour in Limit Order Book markets
Download paperDanielsson, J., G. Peters, S. Panayi, and J.-P. Zigrand (2018, January). Designating market maker behaviour in limit order book markets. Econometrics and Statistics 5.
@article{DanielssonPetersPanayiZigrand2018, title={Designating market maker behaviour in Limit Order Book markets}, author={J{\'o}n Dan{\'i}elsson and Gareth Peters and Stathi Panayi and Jean-Pierre Zigrand}, year=2018, journal={Econometrics and Statistics}, volume=5, month=jan, url={https://ssrn.com/abstract=2646649}, page={20-44}, }
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