Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
| Year of publication: |
2011
|
|---|---|
| Authors: | Yamamoto, Ryuichi |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 35.2011, 11, p. 1938-1964
|