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