## Abstract We investigate the strategic orderβsplitting behavior and order aggressiveness of different types of traders using a unique dataset on the Taiwan Futures Exchange. By examining the trades and orders for each and every account, we find that, as compared with domestic institutional trader
Order aggressiveness and order book dynamics
β Scribed by Anthony D. Hall; Nikolaus Hautsch
- Publisher
- Springer-Verlag
- Year
- 2005
- Tongue
- English
- Weight
- 302 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0377-7332
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