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EC4004 Lecture 5: Uncertainty

This is the second part of the course, where we look at strategic behaviour under uncertainty. Lectures one, two, three, and four were all about establishing the theory of demand under certain conditions. We don’t live in a world of certainty, but its exact opposite, so we must change the theory to account for the [...]

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Limit Order Only Markets

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Attention conservation notice: apologies for all the code/typos/stupidity here, I’m working on some notes on Limit Orders for a paper I’m writing. Any comments most welcome.
A limit order is an instruction to trade a specific quantity of an asset at a specified price, or a better price. The order is an ex-ante [...]

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