most citedSuperCLUE-Fin: Graded Fine-Grained Analysis of Chinese LLMs on Diverse Financial Tasks and Applications

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q-fin.TR2025

Limit Order Book Dynamics in Matching Markets: Microstructure, Spread, and Execution Slippage

Yao Wu

Conventional models of matching markets assume that monetary transfers can clear markets by compensating for utility differentials. However, empirical patterns show that such trans…