Order aggressiveness in limit order book markets
Angelo Ranaldo
| Year of publication: |
2004
|
|---|---|
| Authors: | Ranaldo, Angelo |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 7.2004, 1, p. 53-74
|
| Subject: | Marktmikrostruktur | Market microstructure | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread | Schweiz | Switzerland | Probit-Modell | Probit model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001869003