Keep to the ground
Howison, S New Scientist volume 162 issue 2192 59 (01 Dec 1999)
Quasi-Centralized Limit Order Books
Gould, M Porter, M Howison, S (01 Feb 2015)
Multi-Level Order-Flow Imbalance in a Limit Order Book
Xu, K Gould, M Howison, S (30 Oct 2019)
Option Volume Imbalance as a Predictor for Equity Returns
Michael, N Cucuringu, M Howison, S (27 Jan 2022)
Limit Order Books
Gould, M Porter, M Williams, S McDonald, M Fenn, D Howison, S (27 Apr 2012)
OFTER: An Online Pipeline for Time Series Forecasting
Michael, N Cucuringu, M Howison, S (08 Apr 2023)
The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance
Albers, J Cucuringu, M Howison, S Shestopaloff, A (25 Nov 2024)
The Long Memory of Order Flow in the Foreign Exchange Spot Market
Gould, M Porter, M Howison, S (22 Oct 2015)
To Make, or to Take, That Is the Question: Impact of LOB Mechanics on Natural Trading Strategies
Albers, J Cucuringu, M Howison, S Shestopaloff, A (28 Dec 2024)
Construction of a Gapless Phase with Haagerup Symmetry
Bottini, L Schäfer-Nameki, S Physical Review Letters volume 134 issue 19 (13 May 2025)
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