Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

High-frequency trading in a limit order book

2008487 citationsJournal Article

Authors

Marco Avellaneda · New York University

Sasha Stoikov · New York University

Abstract

[image omitted]

Topics & Keywords

Financial Markets and Investment Strategies Complex Systems and Time Series Analysis Stock Market Forecasting Methods

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Quantitative Finance

Volume 8, Issue 3, pp. 217-224

DOI: 10.1080/14697680701381228

Field-Weighted Citation Impact: 9.83

High-frequency trading in a limit order book | Researchclopedia