Aggressive orders and the resiliency of a limit order market

H.A. Degryse, F.C.J.M. de Jong, M. van Ravenswaaij, G. Wuyts

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{efd7387e94934178a27f4c115fb2af84,

title = "Aggressive orders and the resiliency of a limit order market",

author = "H.A. Degryse and {de Jong}, F.C.J.M. and {van Ravenswaaij}, M. and G. Wuyts",

note = "DP 2002-80",

year = "2005",

language = "English",

volume = "9",

pages = "201--242",

journal = "Review of Finance",

issn = "1572-3097",

publisher = "Oxford University Press",

number = "2",

}