Cargando…
Mutual Information between Order Book Layers
The order book is a list of all current buy or sell orders for a given financial security. The rise of electronic stock exchanges introduced a debate about the relevance of the information it encapsulates of the activity of traders. Here, we approach this topic from a theoretical perspective, estima...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8947691/ https://www.ncbi.nlm.nih.gov/pubmed/35327853 http://dx.doi.org/10.3390/e24030343 |