High frequency trading and term-structure analysis of hidden order in the limit order book

Term-structure analysis of hidden order in the limit order book: evidence from the E-Mini S&P 500
Presented by
# Pongsutti Phuensane
   QRFE, Durham University Business School
   & Khon Kaen Business School
   pongphu@kku.ac.th


# Julian Williams
   Durham University Business School
   julian.williams@durham.ac.uk


อนัน เค้าสิม : บันทึก