Order aggressiveness and order book dynamics
| Year of publication: |
2005
|
|---|---|
| Authors: | Hall, Anthony D. ; Hautsch, Nikolaus |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 30.2005, 4, p. 973-1006
|