{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,26]],"date-time":"2026-04-26T09:20:41Z","timestamp":1777195241034,"version":"3.51.4"},"reference-count":21,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2014,1]]},"DOI":"10.1137\/110849341","type":"journal-article","created":{"date-parts":[[2014,5,15]],"date-time":"2014-05-15T15:10:06Z","timestamp":1400166606000},"page":"278-315","source":"Crossref","is-referenced-by-count":44,"title":["When to Cross the Spread? Trading in Two-Sided Limit Order Books"],"prefix":"10.1137","volume":"5","author":[{"given":"Ulrich","family":"Horst","sequence":"first","affiliation":[]},{"given":"Felix","family":"Naujokat","sequence":"additional","affiliation":[]}],"member":"351","reference":[{"key":"atypb1","doi-asserted-by":"crossref","first-page":"5","DOI":"10.21314\/JOR.2001.041","volume":"3","author":"Almgren R.","year":"2001","journal-title":"J. Risk"},{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1080\/14697680802595700"},{"key":"atypb4","first-page":"58","volume":"18","author":"Almgren R.","year":"2005","journal-title":"Risk"},{"key":"atypb5","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1995.tb05192.x"},{"key":"atypb6","doi-asserted-by":"publisher","DOI":"10.1214\/EJP.v10-271"},{"key":"atypb7","doi-asserted-by":"publisher","DOI":"10.1080\/17442508008833156"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1080\/17442509408833921"},{"key":"atypb9","doi-asserted-by":"publisher","DOI":"10.1155\/S1048953301000090"},{"key":"atypb10","doi-asserted-by":"publisher","DOI":"10.1287\/moor.15.4.676"},{"key":"atypb11","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1024404416"},{"key":"atypb14","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(87)90004-3"},{"key":"atypb15","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(90)90013-P"},{"key":"atypb16","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2011.552517"},{"key":"atypb17","doi-asserted-by":"publisher","DOI":"10.1007\/s007800050061"},{"key":"atypb18","doi-asserted-by":"publisher","DOI":"10.1080\/17442500008834257"},{"key":"atypb20","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1972.tb00985.x"},{"key":"atypb22","doi-asserted-by":"publisher","DOI":"10.2307\/1913210"},{"key":"atypb24","doi-asserted-by":"publisher","DOI":"10.1007\/s11579-011-0042-5"},{"key":"atypb25","first-page":"64","author":"\u00d8ksendal B.","year":"2001","journal-title":"Amsterdam"},{"key":"atypb27","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2012.09.001"},{"key":"atypb29","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-008-0082-8"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/110849341","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,22]],"date-time":"2017-06-22T13:16:10Z","timestamp":1498137370000},"score":1,"resource":{"primary":{"URL":"http:\/\/epubs.siam.org\/doi\/10.1137\/110849341"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,1]]},"references-count":21,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2014,1]]}},"alternative-id":["10.1137\/110849341"],"URL":"https:\/\/doi.org\/10.1137\/110849341","relation":{},"ISSN":["1945-497X"],"issn-type":[{"value":"1945-497X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2014,1]]}}}