Order aggressiveness and order book dynamics

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dc.contributor.author Hall, AD
dc.contributor.author Hautsch, N
dc.contributor.editor Bauwens, L
dc.contributor.editor Pohlmeier, W
dc.contributor.editor Veredas, D
dc.date.accessioned 2010-06-16T05:04:04Z
dc.date.issued 2008-01
dc.identifier.citation High Frequency Financial Econometrics: Recent Developments, 2008, pp. 133 - 165
dc.identifier.isbn 9783790819915
dc.identifier.other B2 en_US
dc.identifier.uri http://hdl.handle.net/10453/12247
dc.publisher Physica-Verlag
dc.title Order aggressiveness and order book dynamics
dc.type Chapter
dc.parent High Frequency Financial Econometrics: Recent Developments
dc.journal.number en_US
dc.publocation USA en_US
dc.identifier.startpage 133 en_US
dc.identifier.endpage 165 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 150201 Finance
dc.for 140302 Econometric and Statistical Methods
dc.for 150202 Financial Econometrics
dc.personcode 970384
dc.percentage 50 en_US
dc.classification.name Financial Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Closed (ID: 3)


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