Aggressive Orders and the Resiliency of a Limit Order Market*

DOI10.1007/s10679-005-7590-6zbMath1125.91329OpenAlexW2122505598MaRDI QIDQ3374846

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

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

Mathematics Subject Classification ID

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

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