مرکز منطقه ای اطلاع رساني علوم و فناوري - Order aggressiveness in limit order book markets

Title of article :

Order aggressiveness in limit order book markets

Author/Authors :

Angelo Ranaldo، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

To page :

Keywords :

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

Journal title :

Journal of Financial Markets

Serial Year :

2004

Journal title :

Journal of Financial Markets

Record number :

189451

Link To Document :