Impatient traders’ strategies and price formation in order driven markets

ZHANG Qiang, LIU Shan-cun, LIN Qian-hui, QIU Wan-hua

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (9) : 2195-2203.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (9) : 2195-2203. DOI: 10.12011/1000-6788(2013)9-2195

Impatient traders’ strategies and price formation in order driven markets

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