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Price Jump Prediction in Limit Order Book
Price Jump Prediction Limit Order Book Trading and Market Microstructure
2012/4/28
A limit order book provides information on available limit order prices and their volumes. Based on these quantities, we give an empirical result on the relationship between the bid-ask liquidity bala...
We propose the development of a prediction market for forecasting prices for “toxic assets” to be transferred from Irish banks to the National Asset Management Agency (NAMA). Such a market allows mark...