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| Liquidity Shocks and Order Book Dynamics | | 2011/08/13 | Articles |
| Order flow and exchange rate changes: A look at the NZD/USD and AUD/USD | | 2011/08/13 | Articles |
| Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks | | 2011/08/13 | Articles |
| A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects | | 2011/08/13 | Articles |
| Modeling Trade Direction | | 2011/08/13 | Articles |
| Duration and Order Type Clusters | | 2011/08/13 | Articles |
| Analysis of Limit Order Book and Order Flow | | 2011/08/13 | Articles |
| Critical comparison of several order-book models for stock-market fluctuations | | 2011/08/13 | Articles |
| Order Placement Strategies in a Pure Limit Order Book Market | | 2011/08/13 | Articles |
| Empirical regularities of order placement in the Chinese stock market | | 2011/08/13 | Articles |
| Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks | | 2011/08/13 | Articles |
| An empirical behavioral model of liquidity and volatility | | 2011/08/13 | Articles |
| Do Stylised Facts of Order Book Markets Need Strategic Behaviour? | | 2011/08/13 | Articles |
| Competition in the Market for NASDAQ Securities | | 2011/08/13 | Articles |
| Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? | | 2011/08/13 | Articles |
| Does the open limit order book matter in explaining long run volatility | | 2011/08/13 | Articles |
| Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements? | | 2011/08/13 | Articles |
| Models and Properties of Financial Limit Order Books | | 2011/08/13 | Articles |
| Locked and Crossed Markets on NASDAQ and the NYSE | | 2011/08/13 | Articles |
| A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market | | 2011/08/13 | Articles |
| Institutional versus retail traders: a comparison of their order flow and impact on trading on the Australian Stock Exchange | | 2011/08/13 | Articles |
| Order Submission: The Choice between Limit and Market Orders | | 2011/08/13 | Articles |
| A Dynamic Model of the Limit Order Book | | 2011/08/13 | Articles |
| An empirical behavioral model of price formation | | 2011/08/13 | Articles |
| Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market | | 2011/08/13 | Articles |
| Does Order Flow Fragmentation Impact Market Quality? The Case of Nasdaq SuperMontage | | 2011/08/13 | Articles |
| Order Aggressiveness and Order Book Dynamics | | 2011/08/13 | Articles |
| Exclusion particle models of limit order financial markets | | 2011/08/13 | Articles |
| Cancellation and Uncertainty Aversion on Limit Order Books | | 2011/08/13 | Articles |
| Electronic Market Making: Initial Investigation | | 2011/08/13 | Articles |
| Fluctuations and response in financial markets: the subtle nature of 'random' price changes | | 2011/08/13 | Articles |
| A quantitative model of trading and price formation in financial markets | | 2011/08/13 | Articles |
| More statistical properties of order books and price impact | | 2011/08/13 | Articles |
| Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities | | 2011/08/13 | Articles |
| Handling archived files | | 2011/08/15 | Tools |
| Compressed File (*.z8) Specification | | 2011/08/15 | Specs, Tools |
| Wiki Home Page | | 2011/08/15 | n/c |
| Historical Consolidated Order Book Data | | 2011/08/15 | Feeds |
| API Overview | | 2011/09/04 | Feeds, Specs |
| Historical Time&Sales File Specifications | | 2011/09/05 | Feeds, Specs |
| API Reference | | 2011/09/05 | Feeds, Specs |
| Market Indicators for Outstanding Orders | | 2011/09/05 | Feeds, Specs |
| Market Indicators for Order Execution Patterns | | 2011/09/05 | Feeds, Specs |
| Market Indicators for Order Creation Patterns | | 2011/09/05 | Feeds, Specs |
| Market Indicators for Order Cancellation Patterns | | 2011/09/05 | Feeds, Specs |
| List of Market Indicators | | 2011/09/05 | Feeds, Specs |
| Market Indicators Overview | | 2011/09/05 | Feeds, Specs |
| OHLCV Tick Data Overview | | 2011/09/05 | Feeds, Specs |
| List of Oscillators | | 2011/09/05 | Feeds, Specs |
| Oscillators Overview | | 2011/09/05 | Feeds, Specs |