Market microstructure

Beyond Time Priority: A Taxonomy of Queue Allocation Mechanisms in Continuous Limit Order Books

Boon Chuan Lim · 2026

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Lim, B. C. (2026). Beyond Time Priority: A Taxonomy of Queue Allocation Mechanisms in Continuous Limit Order Books. Working paper. https://doi.org/10.2139/ssrn.6578978

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Public bibliographic metadata checked on 11 October 2026.