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2015-01-01
Learning, information processing and order submission in limit order markets
Chiarella, C
;
He, XZ
;
Wei, L
2015-01-01
Position limit for the CSI 300 stock index futures market
Wei, L
;
Zhang, W
;
Xiong, X
;
Shi, L
2017-01-02
A behavioural model of investor sentiment in limit order markets
Chiarella, C
;
He, XZ
;
Shi, L
;
Wei, L
2016-06-26
High frequency trading and learning in a dynamic limit order market
Arifovic, J
;
Chiarella, C
;
He, X
;
Wei, L
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