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Aggressive orders and the resiliency of a limit order market
Degryse, Hans; Jong, Frank de; Van Ravenswaaij, Maarten; … - In: Review of finance : journal of the European Finance … 9 (2005) 2, pp. 201-242
Persistent link: https://www.econbiz.de/10002922298
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The impact of dark trading and visible fragmentation on market quality
Degryse, Hans; Jong, Frank de; Kervel, Vincent van - In: Review of finance : journal of the European Finance … 19 (2015) 4, pp. 1587-1622
Persistent link: https://www.econbiz.de/10011405214
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How the 52-week high and low affect option-applied volatilities and stock return moments
Driessen, Joost; Lin, Tse-chun; Hemert, Otto van - In: Review of finance : journal of the European Finance … 17 (2013) 1, pp. 369-401
Persistent link: https://www.econbiz.de/10009715217
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An empirical portfolio perspective on option pricing anomalies
Driessen, Joost; Maenhout, Pascal J. - In: Review of finance : journal of the European Finance … 11 (2007) 4, pp. 561-603
Persistent link: https://www.econbiz.de/10003714268
Cover Image
Aggressive Orders and the Resiliency of a Limit Order Market
Degryse, Hans; Jong, Frank De; Ravenswaaij, Maarten Van; … - In: Review of finance : journal of the European Finance … 9 (2005) 2, pp. 201-242
Persistent link: https://www.econbiz.de/10006016197