Bridging the gap to university mathematics E Hurst, M Gould Springer, 2009 | 784* | 2009 |
Limit order books M Gould, M Porter, S Williams, M McDonald, D Fenn, S Howison Available at SSRN 1970185, 2011 | 436 | 2011 |
Trades, quotes and prices: financial markets under the microscope JP Bouchaud, J Bonart, J Donier, M Gould Cambridge University Press, 2018 | 224 | 2018 |
Queue imbalance as a one-tick-ahead price predictor in a limit order book MD Gould, J Bonart Market Microstructure and Liquidity 2 (02), 1650006, 2016 | 54 | 2016 |
Multi-level order-flow imbalance in a limit order book K Xu, MD Gould, SD Howison Market Microstructure and Liquidity 4 (03n04), 1950011, 2018 | 31 | 2018 |
Latency and liquidity provision in a limit order book J Bonart, MD Gould Quantitative Finance 17 (10), 1601-1616, 2017 | 23 | 2017 |
Fenn, and Sam D. Howison MD Gould, MA Porter, S Williams, M McDonald, J Daniel Limit order books. Quantitative Finance 13 (11), 1709-1742, 2013 | 20* | 2013 |
Trades, Quotes and Prices: Financial Markets Under the Microscope, 2018 JP Bouchaud, J Bonart, J Donier, M Gould Cambridge University Press: Cambridge, 0 | 16 | |
The long memory of order flow in the foreign exchange spot market MD Gould, MA Porter, SD Howison Market Microstructure and Liquidity 2 (01), 1650001, 2016 | 10 | 2016 |
Quasi-centralized limit order books MD Gould, MA Porter, SD Howison Quantitative Finance 17 (6), 831-853, 2017 | 9 | 2017 |
Ramsey Theory M Gould University of Oxford, 1-15, 2010 | 5 | 2010 |
Counterparty credit limits: The impact of a risk-mitigation measure on everyday trading MD Gould, N Hautsch, SD Howison, MA Porter Applied Mathematical Finance 27 (6), 520-548, 2020 | 3 | 2020 |
Counterparty credit limits: An effective tool for mitigating counterparty risk? MD Gould, N Hautsch, SD Howison, MA Porter CFS Working Paper Series, 2017 | 3 | 2017 |
The Limit Order Book: A Survey MD Gould, MA Porter, S Williams, M McDonald, DJ Fenn, SD Howison CornelL University Library, eprint, 0 | 1 | |
Quasi-centralized limit order books S Howison, M Gould, M Porter Quantitative Finance 17 (6), 2017 | | 2017 |
Electronic trading in the foreign exchange spot market MD Gould University of Oxford, 2013 | | 2013 |
Modelling hurricane track memory LM Manus, M Barons, M Belica, C Chleboun, P Dellar, S Gin, MD Gould, ... | | 2010 |
Separable Differential Equations E Hurst, M Gould, M Gould, E Hurst Bridging the Gap to University Mathematics, 1-14, 2009 | | 2009 |
Logic, Sets and Functions E Hurst, M Gould, M Gould, E Hurst Bridging the Gap to University Mathematics, 1-13, 2009 | | 2009 |
Books, Sc., Received. 255 MS Lond, MD Gould, MC Oxon | | |