Limit (mathematics)

Field
Subfield
Domain
OpenAlex	C151201525

Smeal faculty

• Charles Cao - score 1.5
• Giang Nguyen - score 0.7
• Serkan Yilmaz - score 0.5

Papers

• The information content of an open limit‐order book (2008) - cites 268
• The Informational Content of an Open Limit Order Book (2004) - cites 95
• The microstructure of a U.S. Treasury ECN: The BrokerTec platform (2017) - cites 87
• ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET (2008) - cites 73
• Optimizing the Placement of Burnable Poisons in PWRs (2005) - cites 2