The costs and determinants of order aggressiveness

Journal of Financial Economics

Volumn 56, Issue 1, 2000, Pages 65-88

  Griffiths, Mark D ^a   Smith, Brian F ^b   Turnbull, D Alasdair S ^c   White, Robert W ^d  

^a Garvin School of International Management   (United States)

^b Mutual Grp Fin Serv Res Ctr W   (Canada)

^c PEPPERDINE UNIVERSITY   (United States)

^d UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

G15; G24; Limit orders; Price impact

Indexed keywords

EID: 0039559294     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(99)00059-8     Document Type: Article

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