Order Aggressiveness and Order Book Dynamics

Anthony D. Hall, Nikolaus Hautsch

Publikation: Working paper › Forskning

433 Downloads (Pure)

Abstract

Originalsprog	Engelsk
Udgivelsessted	Cph.
Udgiver	Department of Economics, University of Copenhagen
Antal sider	31
Status	Udgivet - 2005

JEL Classification: G14, C32, C41

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title = "Order Aggressiveness and Order Book Dynamics",

abstract = " ",

author = "Hall, {Anthony D.} and Nikolaus Hautsch",

note = "JEL Classification: G14, C32, C41",

year = "2005",

language = "English",

publisher = "Department of Economics, University of Copenhagen",

address = "Denmark",

type = "WorkingPaper",

institution = "Department of Economics, University of Copenhagen",

}