Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment
Anh Tu Le, Thai-Ha Le, Wai-Man Liu, Kingsley Y. Fong
| Year of publication: |
2020
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|---|---|
| Authors: | Le, Anh Tu ; Thai-Ha Le ; Liu, Wai-man ; Fong, Kingsley Y. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 72.2020, p. 1-16
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| Subject: | Australian securities exchange (ASX) | Dynamic order placement strategies | Multiple-spell duration | Survival analysis | Tick-by-tick data | Australien | Australia | Wertpapierhandel | Securities trading | Dauer | Duration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101575 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437437