Selected Entire List   Mills, Mark  SSRN Author Rank: 44,318 by Downloads   Independent Affiliation  1320 Prudential, Suite 102  Dallas, 75231  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Mills, Mark's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 358 Total Citations 8 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Price Fluctuations from the Order Book Perspective - Empirical Facts and a Simple Model | Show Abstract Hide Abstract | Download | Working Paper Series Maslov, Sergei Brookhaven National Laboratory - Department of Physics Mills, Mark Independent Affiliation Posted: 12 Apr 01 358 (39,008) 8 Limit orders, order book, price fluctuations, high-frequency data Records 1 - 1 of 1 matches [ 1 ]

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