Order aggressiveness and order book dynamics

Hall, AD

Hautsch, N

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Publisher:: Physica-Verlag
Publication Type:: Chapter
Citation:: High Frequency Financial Econometrics: Recent Developments, 2008, pp. 133 - 165
Issue Date:: 2008-01

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Full metadata record

Field	Value	Language
dc.contributor.author	Hall, AD https://orcid.org/0000-0002-9724-951X	en_US
dc.contributor.author	Hautsch, N	en_US
dc.contributor.editor	Bauwens, L	en_US
dc.contributor.editor	Pohlmeier, W	en_US
dc.contributor.editor	Veredas, D	en_US
dc.date.issued	2008-01	en_US
dc.identifier.citation	High Frequency Financial Econometrics: Recent Developments, 2008, pp. 133 - 165	en_US
dc.identifier.isbn	9783790819915	en_US
dc.identifier.uri	http://hdl.handle.net/10453/12247
dc.publisher	Physica-Verlag	en_US
dc.relation.ispartof	High Frequency Financial Econometrics: Recent Developments	en_US
dc.title	Order aggressiveness and order book dynamics	en_US
dc.type	Chapter
utslib.location	USA	en_US
utslib.for	150201 Finance	en_US
utslib.for	140302 Econometric and Statistical Methods	en_US
utslib.for	150202 Financial Econometrics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.consider-herdc	false	en_US
pubs.place-of-publication	USA	en_US

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