The impact of aggressive orders in an order-driven market : a simulation approach
Gunther Wuyts
| Year of publication: |
2012
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|---|---|
| Authors: | Wuyts, Gunther |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 9/10, p. 1015-1038
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| Subject: | liquidity | liquidity shock | resiliency | limit order market | order aggressiveness | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Simulation | Börsenhandel | Stock exchange trading | Transaktionskosten | Transaction costs | Marktliquidität | Market liquidity | Börsenkurs | Share price | Theorie | Theory | Schock | Shock |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009691770