Aggressive Orders and the Resiliency of a Limit Order Market*

DOI10.1007/S10679-005-7590-6zbMATH Open1125.91329OpenAlexW2122505598MaRDI QIDQ3374846FDOQ3374846

Authors: Hans Degryse, Frank de Jong, Maarten van Ravenswaaij, Gunther Wuyts 

Publication date: 23 February 2006

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/portal/en/publications/aggressive-orders-and-the-resiliency-of-a-limit-order-market(8e62b849-399d-469e-91c6-4f91d821f827).html

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Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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