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Information and Learning in Limit Order Markets Xuezhong (Tony) He Abstract This talk provides a unified framework of market microstructure and agent-based models of limit order markets to examine how traders process and
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Document Date: 2016-02-18 03:16:08
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Information and Learning in Limit Order Markets Xuezhong (Tony) He Abstract This talk provides a unified framework of market microstructure and agent-based models of limit order markets to examine how traders process and