LOBSTER: high-frequency, easy-to-use and latest limit order book data for your research.
Optimal order display in limit order markets with liquidity competition | May 28, 2017
Gökhan Cebiroğlu and Ulrich Horst of Universität Wien and Humboldt-Universität zu Berlin published and Article in April 2015) with the titel Optimal order display in limit order markets with liquidity competition using LOBSTER data. Abstract:
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Latency and Liquidity Provision in a Limit Order Book | April 18, 2017
Read the working paper version here.go to blog.
Conference: VieCo 2017, Vienna. | February 13, 2017
VieCo 2017 aims to bring together leading experts and practitioners in financial econometrics, financial statistics, quantitative financial economics as well as applied mathematical finance. It is jointly organized by the Department of Statistics and Operations Research of the University of Vienna, in cooperation with the Wolfgang Pauli Institute Vienna and the Department of Economics of the University of Copenhagen. The “Vienna–Copenhagen Conference on Financial Econometrics” will take place on March 9-11 2017 in Vienna.
LOBSTER will be present at the conference, if you like to get in touch please come to our desk during the poster session on friday or send an email to get in touch.go to blog.
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