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Korean Journal of Financial Studies 2008;37(2):245-296.
Published online April 30, 2008.
The State of the Electronic Limit Order Book, Order Aggressiveness and Price Formation
Ming Chang Wang, Lon Ping Zu, Chau Jung Kuo
The State of the Electronic Limit Order Book, Order Aggressiveness and Price Formation
Ming Chang Wang, Lon Ping Zu, Chau Jung Kuo
Key Words: Adverse Selection Costs,Market Microstructure,Order Aggressiveness,Price Formation,State of the Limit Order Book
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