Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market

  • Order Aggressiveness, Patience, and Trader Types
  • Junmao Chiu, Huimin Chung, George H. K. Wang
  • Journal of Futures Markets, December 2016, Wiley
  • DOI: 10.1002/fut.21832

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http://dx.doi.org/10.1002/fut.21832

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