What pieces of limit order book information matter in explaining order choice by patient and impatient traders?
Year of publication: |
2009
|
---|---|
Authors: | Pascual, Roberto ; Veredas, David |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 9.2009, 5, p. 527-545
|
Publisher: |
Taylor & Francis Journals |
Subject: | Limit orders | Market orders | Limit order book | Order aggressiveness | Order-driven markets |
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