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Aggressive Orders and the Resiliency of a Limit Order Market

Hans Degryse, F.C.J.M. de Jong, M. van Ravenswaaij and G. Wuyts
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F.C.J.M. de Jong: Tilburg University, School of Economics and Management
M. van Ravenswaaij: Tilburg University, School of Economics and Management

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Date: 2002
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Related works:
Journal Article: Aggressive Orders and the Resiliency of a Limit Order Market (2005) Downloads
Journal Article: Aggressive Orders and the Resiliency of a Limit Order Market (2005) Downloads
Working Paper: Aggressive Orders and the Resiliency of a Limit Order Market (2002) Downloads
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