Order Aggressiveness and Order Book Dynamics

Research output: Working paper › Research

Documents

  • FRU200504

    Final published version, 346 KB, PDF document

  • Anthony D. Hall
  • Nikolaus Hautsch
 
Original languageEnglish
Place of PublicationCph.
PublisherDepartment of Economics, University of Copenhagen
Number of pages31
Publication statusPublished - 2005

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ID: 159112