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2023
Dynamic limit order placement activities and their effects on stock market quality.
[DOI]
Anh Tu Le
,
Thai-Ha Le
,
Wai-Man Liu
,
Kingsley Y. Fong
Ann. Oper. Res., November, 2023
2021
Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model.
[DOI]
Anh Tu Le
,
Thai-Ha Le
,
Wai-Man Liu
,
Kingsley Y. Fong
Ann. Oper. Res., 2021