Limit Order BooksΒΆ
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The Value of Queue Position in a Limit Order Book
- by Ciamac C. Moallemi and Kai Yuan; Columbia University Graduate School of Business
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Trading Fees and Efficiency in Limit Order Markets
- Centre for Economic Policy Research
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Optimal Auction Duration: A price formation viewpoint
- Ecole Polytechnique, CMAP
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An Open-Source Limit-Order-Book Exchange for Teaching and Research
- Dave Cliff, Dept. of Computer Science, University of Bristol
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Is the Electronic Open Limit Order Book Inevitable?
- Lawrence R. Glosten, The Journal of Finance
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Limit Order Book Transparency, Execution Risk, and Market Liquidity
- School of Business, University of Sydney
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Limit orders and slippage resistance in x*y=k market makers
- Hayden Adams, Uniswap Labs
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- Vitalik Buterin, Ethereum Foundation