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When are Limit Orders Linear?

https://doi.org/10.2139/ssrn.1746524
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The Effect of Public Information and Competition on Trading Volume and Price Volatility
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The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
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Strategic Trading and Welfare in a Dynamic Market
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Price Manipulation and Quasi-Arbitrage
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PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE
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The Price of Immediacy
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Events of 1296/December 1878–December 1879
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The Liquidity Component of the Equity Premium
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Optimal Trading Strategy and Supply/Demand Dynamics
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Frequent Trading and Price Impact in Thin Markets
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Continuous Auctions and Insider Trading
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Informed Speculation with Imperfect Competition
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Insider Trading without Normality
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Optimal Trading Strategy and Supply/Demand Dynamics
inferredcites →https://doi.org/10.48550/arxiv.cond-mat/0207428openalex-extracted
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
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Dynamic trading policies with price impact
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Strategic Trading in a Dynamic Noisy Market
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