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Chiu et al., 2017 - Google Patents

Order aggressiveness, trading patience, and trader types in a limit order market

Chiu et al., 2017

View PDF
Document ID
9621835808383912681
Author
Chiu J
Chung H
Wang G
Publication year
Publication venue
Journal of Futures Markets

External Links

Snippet

This study examines the order aggressiveness and trading patience of foreign institutional traders, futures proprietary firm traders, individual day and non‐day traders in the Taiwan index futures market. We consider order choice given a completely transparent limit order …
Continue reading at papers.ssrn.com (PDF) (other versions)

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