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 journalArticleScientificpeer-review

47 Citations (Scopus)
Original languageEnglish
Pages (from-to)201-242
JournalReview of Finance
Volume9
Issue number2
Publication statusPublished - 2005

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