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

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

Cite this

Degryse, H. A., de Jong, F. C. J. M., van Ravenswaaij, M., & Wuyts, G. (2005). Aggressive orders and the resiliency of a limit order market. Review of Finance, 9(2), 201-242.
Degryse, H.A. ; de Jong, F.C.J.M. ; van Ravenswaaij, M. ; Wuyts, G. / Aggressive orders and the resiliency of a limit order market. In: Review of Finance. 2005 ; Vol. 9, No. 2. pp. 201-242.
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volume = "9",
pages = "201--242",
journal = "Review of Finance",
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}

Degryse, HA, de Jong, FCJM, van Ravenswaaij, M & Wuyts, G 2005, 'Aggressive orders and the resiliency of a limit order market', Review of Finance, vol. 9, no. 2, pp. 201-242.

Aggressive orders and the resiliency of a limit order market. / Degryse, H.A.; de Jong, F.C.J.M.; van Ravenswaaij, M.; Wuyts, G.

In: Review of Finance, Vol. 9, No. 2, 2005, p. 201-242.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Aggressive orders and the resiliency of a limit order market

AU - Degryse, H.A.

AU - de Jong, F.C.J.M.

AU - van Ravenswaaij, M.

AU - Wuyts, G.

N1 - DP 2002-80

PY - 2005

Y1 - 2005

M3 - Article

VL - 9

SP - 201

EP - 242

JO - Review of Finance

JF - Review of Finance

SN - 1572-3097

IS - 2

ER -

Degryse HA, de Jong FCJM, van Ravenswaaij M, Wuyts G. Aggressive orders and the resiliency of a limit order market. Review of Finance. 2005;9(2):201-242.