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Limit Order Books

  1. The Value of Queue Position in a Limit Order Book

    • by Ciamac C. Moallemi and Kai Yuan; Columbia University Graduate School of Business
  2. Trading Fees and Efficiency in Limit Order Markets

    • Centre for Economic Policy Research
  3. Optimal Auction Duration: A price formation viewpoint

    • Ecole Polytechnique, CMAP
  4. An Open-Source Limit-Order-Book Exchange for Teaching and Research

    • Dave Cliff, Dept. of Computer Science, University of Bristol
  5. Is the Electronic Open Limit Order Book Inevitable?

    • Lawrence R. Glosten, The Journal of Finance
  6. Limit Order Book Transparency, Execution Risk, and Market Liquidity

    • School of Business, University of Sydney
  7. Limit orders and slippage resistance in x*y=k market makers

    • Hayden Adams, Uniswap Labs
  8. Token sales and shorting

    • Vitalik Buterin, Ethereum Foundation