Aggressive orders and the resiliency of a limit order market

Review of Finance

Volumn 9, Issue 2, 2005, Pages 201-242

  Degryse, Hans ^a,b   De Jong, Frank ^c   Van Ravenswaaij, Maarten ^d   Wuyts, Gunther ^a,e  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b Center for Research in Economics and Business Tilburg University   (Netherlands)

^c UNIVERSITY OF AMSTERDAM   (Netherlands)

^d SNS Asset Management ^*  (Netherlands)

^e NATIONAL BANK OF BELGIUM   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 21644458062     PISSN: 15723097     EISSN: 1573692X     Source Type: Journal    
DOI: 10.1007/s10679-005-7590-6     Document Type: Article

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