Asymmetric effects of the limit order book on price dynamics

C-Tier
Journal: Journal of Empirical Finance
Year: 2022
Volume: 65
Issue: C
Pages: 77-98

Authors (3)

Cenesizoglu, Tolga (not in RePEc) Dionne, Georges (HEC Montréal (École des Hautes...) Zhou, Xiaozhou (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:empfin:v:65:y:2022:i:c:p:77-98
Journal Field
Finance
Author Count
3
Added to Database
2026-02-08