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Lorenzo Dall'Amico
University of Paris-Saclay - Ecole Polytechnique
55 Avenue de Paris
Versailles, 78000
France
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How Does Latent Liquidity Get Revealed in the Limit Order Book?
Number of pages: 18
Posted: 12 Sep 2018
Lorenzo Dall'Amico,
Antoine Fosset
,
Jean-Philippe Bouchaud
and
Michael Benzaquen
University of Paris-Saclay - Ecole Polytechnique, University of Paris-Saclay - Ecole Polytechnique, Capital Fund Management and Ecole Polytechnique, PalaiseauCapital Fund Management
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