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
2005
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.
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Conference or Workshop Item
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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
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Date deposited: 23 May 2006
Last modified: 12 Dec 2021 03:23
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Author:
F. McGroarty
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