Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model. - Anh Tu Le; Thai-Ha Le; Wai-Man Liu; Kingsley Y. Fong (Ann. Oper. Res., 2021)

Dynamic limit order placement activities and their effects on stock market quality. - Anh Tu Le; Thai-Ha Le; Wai-Man Liu; Kingsley Y. Fong (Ann. Oper. Res., 2023)