Order aggressiveness and order book dynamics
| Year of publication: |
2006
|
|---|---|
| Authors: | Hall, Anthony ; Hautsch, Nikolaus |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 30.2006, 4, p. 973-1005
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Open limit order book | Aggressive market orders | Aggressive limit orders and cancellations | Multivariate intensity |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005758436