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Price aggressiveness and quantity: how are they determined in a limit order market? by Ingrid Lo and Stephen Sapp

Price aggressiveness and quantity: how are they determined in a limit order market? by Ingrid Lo and Stephen Sapp
Price aggressiveness and quantity: how are they determined in a limit order market? by Ingrid Lo and Stephen Sapp
McGroarty, F.
693a5396-8e01-4d68-8973-d74184c03072
McGroarty, F.
693a5396-8e01-4d68-8973-d74184c03072

McGroarty, F. (2005) Price aggressiveness and quantity: how are they determined in a limit order market? by Ingrid Lo and Stephen Sapp. The Microstructure of Equity and Currency Markets, Oslo, Norway. 08 - 09 Sep 2005.

Record type: Conference or Workshop Item (Paper)

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Published date: 2005
Venue - Dates: The Microstructure of Equity and Currency Markets, Oslo, Norway, 2005-09-08 - 2005-09-09

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Local EPrints ID: 37275
URI: http://eprints.soton.ac.uk/id/eprint/37275
PURE UUID: b764ad15-38aa-4ae9-9f25-19a19edab663
ORCID for F. McGroarty: ORCID iD orcid.org/0000-0003-2962-0927

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Date deposited: 23 May 2006
Last modified: 12 Dec 2021 03:23

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Author: F. McGroarty ORCID iD

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