Order Aggressiveness, Price Impact, and Investment...

Order Aggressiveness, Price Impact, and Investment Performance in a Pure Order-Driven Stock Market

Hung, Pi-Hsia, Chen, An-Sing, Wu, Yun-Lin
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Volume:
44
Language:
english
Journal:
Asia-Pacific Journal of Financial Studies
DOI:
10.1111/ajfs.12102
Date:
August, 2015
File:
PDF, 136 KB
english, 2015
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