{"id":"https://openalex.org/W2181922864","doi":"https://doi.org/10.32614/rj-2011-010","title":"Analyzing an Electronic Limit Order Book","display_name":"Analyzing an Electronic Limit Order Book","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W2181922864","doi":"https://doi.org/10.32614/rj-2011-010","mag":"2181922864"},"language":"en","primary_location":{"id":"doi:10.32614/rj-2011-010","is_oa":true,"landing_page_url":"https://doi.org/10.32614/rj-2011-010","pdf_url":"https://journal.r-project.org/archive/2011/RJ-2011-010/RJ-2011-010.pdf","source":{"id":"https://openalex.org/S2489169438","display_name":"The R Journal","issn_l":"2073-4859","issn":["2073-4859"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The R Journal","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://journal.r-project.org/archive/2011/RJ-2011-010/RJ-2011-010.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5029646959","display_name":"David Kane","orcid":null},"institutions":[{"id":"https://openalex.org/I33434090","display_name":"University of Massachusetts Boston","ror":"https://ror.org/04ydmy275","country_code":"US","type":"education","lineage":["https://openalex.org/I33434090"]},{"id":"https://openalex.org/I22675022","display_name":"Williams College","ror":"https://ror.org/04avkmd49","country_code":"US","type":"education","lineage":["https://openalex.org/I22675022"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"David Kane","raw_affiliation_strings":["Williams College Williamstown, MA USA","University Of Massachusetts at Boston Boston, MA USA","Kane Capital Management Cambridge, MA USA"],"affiliations":[{"raw_affiliation_string":"Williams College Williamstown, MA USA","institution_ids":["https://openalex.org/I22675022"]},{"raw_affiliation_string":"University Of Massachusetts at Boston Boston, MA USA","institution_ids":["https://openalex.org/I33434090"]},{"raw_affiliation_string":"Kane Capital Management Cambridge, MA USA","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5025956141","display_name":"Andrew W. Liu","orcid":"https://orcid.org/0000-0003-2355-5888"},"institutions":[{"id":"https://openalex.org/I33434090","display_name":"University of Massachusetts Boston","ror":"https://ror.org/04ydmy275","country_code":"US","type":"education","lineage":["https://openalex.org/I33434090"]},{"id":"https://openalex.org/I22675022","display_name":"Williams College","ror":"https://ror.org/04avkmd49","country_code":"US","type":"education","lineage":["https://openalex.org/I22675022"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Andrew Liu","raw_affiliation_strings":["University Of Massachusetts at Boston Boston, MA USA","Williams College Williamstown, MA USA","Kane Capital Management Cambridge, MA USA"],"affiliations":[{"raw_affiliation_string":"University Of Massachusetts at Boston Boston, MA USA","institution_ids":["https://openalex.org/I33434090"]},{"raw_affiliation_string":"Williams College Williamstown, MA USA","institution_ids":["https://openalex.org/I22675022"]},{"raw_affiliation_string":"Kane Capital Management Cambridge, MA USA","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101839028","display_name":"Khanh Ngoc Nguyen","orcid":"https://orcid.org/0009-0003-1622-704X"},"institutions":[{"id":"https://openalex.org/I33434090","display_name":"University of Massachusetts Boston","ror":"https://ror.org/04ydmy275","country_code":"US","type":"education","lineage":["https://openalex.org/I33434090"]},{"id":"https://openalex.org/I22675022","display_name":"Williams College","ror":"https://ror.org/04avkmd49","country_code":"US","type":"education","lineage":["https://openalex.org/I22675022"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Khanh Nguyen","raw_affiliation_strings":["Kane Capital Management Cambridge, MA USA","University Of Massachusetts at Boston Boston, MA USA","Williams College Williamstown, MA USA"],"affiliations":[{"raw_affiliation_string":"Kane Capital Management Cambridge, MA USA","institution_ids":[]},{"raw_affiliation_string":"University Of Massachusetts at Boston Boston, MA USA","institution_ids":["https://openalex.org/I33434090"]},{"raw_affiliation_string":"Williams College Williamstown, MA USA","institution_ids":["https://openalex.org/I22675022"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5029646959"],"corresponding_institution_ids":["https://openalex.org/I22675022","https://openalex.org/I33434090"],"apc_list":null,"apc_paid":null,"fwci":1.1692,"has_fulltext":true,"cited_by_count":5,"citation_normalized_percentile":{"value":0.86720086,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"3","issue":"1","first_page":"64","last_page":"64"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.980400025844574,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.980400025844574,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9343000054359436,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9070000052452087,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ibm","display_name":"IBM","score":0.9196381568908691},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.6602917313575745},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.590545654296875},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.5795477628707886},{"id":"https://openalex.org/keywords/order-book","display_name":"Order book","score":0.5592371225357056},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3883604407310486},{"id":"https://openalex.org/keywords/commerce","display_name":"Commerce","score":0.3502770662307739},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.31761598587036133},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.28104475140571594},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.15438607335090637},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.14093133807182312},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.0918397307395935}],"concepts":[{"id":"https://openalex.org/C70388272","wikidata":"https://www.wikidata.org/wiki/Q5968558","display_name":"IBM","level":2,"score":0.9196381568908691},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.6602917313575745},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.590545654296875},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.5795477628707886},{"id":"https://openalex.org/C2779309563","wikidata":"https://www.wikidata.org/wiki/Q649206","display_name":"Order book","level":3,"score":0.5592371225357056},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3883604407310486},{"id":"https://openalex.org/C54750564","wikidata":"https://www.wikidata.org/wiki/Q26643","display_name":"Commerce","level":1,"score":0.3502770662307739},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.31761598587036133},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.28104475140571594},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15438607335090637},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.14093133807182312},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0918397307395935},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.32614/rj-2011-010","is_oa":true,"landing_page_url":"https://doi.org/10.32614/rj-2011-010","pdf_url":"https://journal.r-project.org/archive/2011/RJ-2011-010/RJ-2011-010.pdf","source":{"id":"https://openalex.org/S2489169438","display_name":"The R Journal","issn_l":"2073-4859","issn":["2073-4859"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The R Journal","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.32614/rj-2011-010","is_oa":true,"landing_page_url":"https://doi.org/10.32614/rj-2011-010","pdf_url":"https://journal.r-project.org/archive/2011/RJ-2011-010/RJ-2011-010.pdf","source":{"id":"https://openalex.org/S2489169438","display_name":"The R Journal","issn_l":"2073-4859","issn":["2073-4859"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The R Journal","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Partnerships for the goals","score":0.4699999988079071,"id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2181922864.pdf","grobid_xml":"https://content.openalex.org/works/W2181922864.grobid-xml"},"referenced_works_count":3,"referenced_works":["https://openalex.org/W613764547","https://openalex.org/W3125409615","https://openalex.org/W6790361661"],"related_works":["https://openalex.org/W3126131865","https://openalex.org/W2044344400","https://openalex.org/W4253186488","https://openalex.org/W1996938127","https://openalex.org/W2083611981","https://openalex.org/W2043380045","https://openalex.org/W4231814374","https://openalex.org/W2605130791","https://openalex.org/W3124010140","https://openalex.org/W197401754"],"abstract_inverted_index":{"The":[0],"orderbook":[1,35],"package":[2,36],"provides":[3,30],"facilities":[4],"for":[5,24],"exploring":[6],"and":[7,37],"visualizing":[8],"the":[9,16,20,34],"data":[10],"associated":[11],"with":[12],"an":[13,31],"order":[14],"book:":[15],"electronic":[17],"collection":[18],"of":[19,33,39],"outstanding":[21],"limit":[22],"orders":[23],"a":[25],"financial":[26],"instrument.":[27],"This":[28],"article":[29],"overview":[32],"examples":[38],"its":[40],"use.":[41]},"counts_by_year":[{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}