Order aggressiveness in limit order book markets

Journal of Financial Markets

Volumn 7, Issue 1, 2004, Pages 53-74

  Ranaldo, Angelo ^a  

^a Union Bank of Switzerland   (Switzerland)

Author keywords

Limit order book; Limit orders; Microstructure; Order aggressiveness; Probit model

Indexed keywords

EID: 0042514739     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(02)00069-1     Document Type: Article

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