A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools

Philippe Debie; Joost Pennings; Bedir Tekirnerdogan; C Catal; S Demirel; Marjolein Verhulst; Tarek Alskaif; Paul A. M. van Leeuwen; Lorenzo Moneta; Jonas Rembser; Axel Naumann

A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools

Philippe Debie
, Joost Pennings
, Bedir Tekirnerdogan
, C Catal
, S Demirel
, Marjolein Verhulst
, Tarek Alskaif
, Paul A. M. van Leeuwen
, Lorenzo Moneta
, Jonas Rembser
, Axel Naumann

Research output: Contribution to conference › Paper › Academic

Original language	English
Publication status	Published - 2022
Event	NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management - Holiday Inn, Downtown Convention Center St. Louis, Missouri, St. Louis, United States Duration: 25 Apr 2022 → 26 Apr 2022 https://legacy.farmdoc.illinois.edu/nccc134/pdf/NCCC-134_2022_Program.pdf

Conference

Conference	NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
Abbreviated title	NCCC-134
Country/Territory	United States
City	St. Louis
Period	25/04/22 → 26/04/22
Internet address	https://legacy.farmdoc.illinois.edu/nccc134/pdf/NCCC-134_2022_Program.pdf

Keywords

particle physics
FINANCE

Cite this

Debie, P., Pennings, J., Tekirnerdogan, B., Catal, C., Demirel, S., Verhulst, M., Alskaif, T., van Leeuwen, P. A. M., Moneta, L., Rembser, J., & Naumann, A. (2022). A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools. Paper presented at NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St. Louis, Missouri, United States.

@conference{36ab1499982942bfb1c28ea1e5e4c949,

title = "A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools",

keywords = "particle physics, FINANCE",

author = "Philippe Debie and Joost Pennings and Bedir Tekirnerdogan and C Catal and S Demirel and Marjolein Verhulst and Tarek Alskaif and \{van Leeuwen\}, \{Paul A. M.\} and Lorenzo Moneta and Jonas Rembser and Axel Naumann",

year = "2022",

language = "English",

note = "NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, NCCC-134 ; Conference date: 25-04-2022 Through 26-04-2022",

url = "https://legacy.farmdoc.illinois.edu/nccc134/pdf/NCCC-134\_2022\_Program.pdf",

}

Debie, P, Pennings, J, Tekirnerdogan, B, Catal, C, Demirel, S, Verhulst, M, Alskaif, T, van Leeuwen, PAM, Moneta, L, Rembser, J & Naumann, A 2022, 'A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools', Paper presented at NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St. Louis, United States, 25/04/22 - 26/04/22.

A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools. / Debie, Philippe; Pennings, Joost; Tekirnerdogan, Bedir et al.
2022. Paper presented at NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, St. Louis, Missouri, United States.

Research output: Contribution to conference › Paper › Academic

TY - CONF

T1 - A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools

AU - Debie, Philippe

AU - Pennings, Joost

AU - Tekirnerdogan, Bedir

AU - Catal, C

AU - Demirel, S

AU - Verhulst, Marjolein

AU - Alskaif, Tarek

AU - van Leeuwen, Paul A. M.

AU - Moneta, Lorenzo

AU - Rembser, Jonas

AU - Naumann, Axel

PY - 2022

Y1 - 2022

KW - particle physics

KW - FINANCE

UR - https://legacy.farmdoc.illinois.edu/nccc134/pdf/NCCC-134_2022_Program.pdf

M3 - Paper

T2 - NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management

Y2 - 25 April 2022 through 26 April 2022

ER -

A Framework to measure the Impact of Limit Orders on the Quoted Price using Particle Physics Tools

Conference

Keywords

Other files and links

Cite this