Designating market maker behaviour in limit order book markets

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Original language	English
Pages (from-to)	20-44
Journal	Econometrics and Statistics
Volume	5
Early online date	16 Nov 2016
DOIs	https://doi.org/10.1016/j.ecosta.2016.10.008
Publication status	Published - Jan 2018

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@article{efc360e50294424787727283b7a6b278,

title = "Designating market maker behaviour in limit order book markets",

author = "Efstathios Panayi and Peters, \{Gareth W.\} and Jon Danielsson and Jean-Pierre Zigrand",

year = "2018",

month = jan,

doi = "10.1016/j.ecosta.2016.10.008",

language = "English",

volume = "5",

pages = "20--44",

journal = "Econometrics and Statistics",

issn = "2452-3062",

publisher = "Elsevier",

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TY - JOUR

T1 - Designating market maker behaviour in limit order book markets

AU - Panayi, Efstathios

AU - Peters, Gareth W.

AU - Danielsson, Jon

AU - Zigrand, Jean-Pierre

PY - 2018/1

Y1 - 2018/1

UR - https://ssrn.com/abstract=2646649

U2 - 10.1016/j.ecosta.2016.10.008

DO - 10.1016/j.ecosta.2016.10.008

M3 - Article

SN - 2452-3062

VL - 5

SP - 20

EP - 44

JO - Econometrics and Statistics

JF - Econometrics and Statistics

ER -