Market microstructure

Random Queue Priority in Continuous Limit Order Books: Evidence from a Large-Scale Controlled Simulation

Boon Chuan Lim · 2026

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Lim, B. C. (2026). Random Queue Priority in Continuous Limit Order Books: Evidence from a Large-Scale Controlled Simulation. Working paper. https://doi.org/10.2139/ssrn.6554981

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