Tomas Polak

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

680

SSRN CITATIONS
Rank 47,206

SSRN RANKINGS

Top 47,206

in Total Papers Citations

4

CROSSREF CITATIONS

10

Scholarly Papers (1)

1.

LOBSTER: Limit Order Book Reconstruction System

Number of pages: 22 Posted: 27 Dec 2011
Ruihong Huang and Tomas Polak
Humboldt University of Berlin and affiliation not provided to SSRN
Downloads 680 (52,997)
Citation 19

Abstract:

Loading...

limit order market, message data, high-frequency data