pith. sign in

Martin D. Gould

Identifiers

  • name variant Martin D. Gould 0.60 · backfill

Papers (4)

  1. Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book q-fin.TR · 2015 · author #1
  2. The Long Memory of Order Flow in the Foreign Exchange Spot Market q-fin.TR · 2015 · author #1
  3. Quasi-Centralized Limit Order Books q-fin.TR · 2015 · author #1
  4. Limit Order Books q-fin.TR · 2010 · author #1

Mentions

  • 1012.0349 #1 · backfill · confidence 0.70 Martin D. Gould

Frequent Coauthors