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Aggressive orders and the resiliency of a limit order market

Degryse,H.A.
; 
de Jong,F.C.J.M.
; 
van Ravenswaaij,M.
; 
Wuyts,G.
Abstract
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DP 2002-80
Date
2005
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Tilburg University Research Output Collection
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Degryse, H A, de Jong, F C J M, van Ravenswaaij, M & Wuyts, G 2005, 'Aggressive orders and the resiliency of a limit order market', Review of Finance, vol. 9, no. 2, pp. 201-242.
URI
https://hdl.handle.net/20.500.14602/43889
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