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Strategic Liquidity Provision in a Limit Order Book

https://doi.org/10.2139/ssrn.2689916
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27/27 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 27 checked references that resolve
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Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
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Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book
resolves10.1080/14697688.2013.803148
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resolves10.1016/0304-405x(81)90020-9
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resolves10.2139/ssrn.1977207
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resolves10.1080/01621459.2014.982278
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resolves10.1111/jofi.12498
The Flash Crash: High‐Frequency Trading in an Electronic Market
resolves10.2139/ssrn.2546567
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