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

38 Citations (Scopus)
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.