Aggressive Orders and the Resiliency of a Limit Order Market

Hans Degryse, Frank de Jong, M. van Ravenswaaij and G. Wuyts
Additional contact information
M. van Ravenswaaij: Tilburg University, Center For Economic Research

No 2002-80, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: stock markets; share prices; liquidity (search for similar items in EconPapers)
Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 0c62d3c2792/download (application/pdf)

Related works:
Journal Article: Aggressive Orders and the Resiliency of a Limit Order Market (2005)
Journal Article: Aggressive Orders and the Resiliency of a Limit Order Market (2005)
Working Paper: Aggressive Orders and the Resiliency of a Limit Order Market (2002)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:8e62b849-399d-469e-91c6-4f91d821f827

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Bibliographic data for series maintained by Richard Broekman ().