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| dc.contributor.author | Hall Anthony | en_US |
| dc.contributor.author | Hautsch Nikolaus | en_US |
| dc.contributor.editor | Bauwens, L; Pohlmeier, W; Veredas, D | en_US |
| dc.date.accessioned | 2010-06-16T05:04:04Z | |
| dc.date.available | 2010-06-16T05:04:04Z | |
| dc.date.issued | 2008 | en_US |
| dc.identifier | 2006015392 | en_US |
| dc.identifier.citation | Hall Anthony and Hautsch Nikolaus 2008, 'Order aggressiveness and order book dynamics', High Frequency Financial Econometrics: Recent Developments, Physica-Verlag, USA | en_US |
| dc.identifier.issn | 9783790819915 | en_US |
| dc.identifier.other | B2 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10453/12247 | |
| dc.description.abstract | en_US | |
| dc.language | en_US | |
| dc.publisher | Physica-Verlag | en_US |
| dc.relation.isbasedon | en_US | |
| dc.title | Order aggressiveness and order book dynamics | en_US |
| dc.parent | High Frequency Financial Econometrics: Recent Developments | en_US |
| dc.journal.volume | en_US | |
| dc.journal.number | en_US | |
| dc.publocation | USA | en_US |
| dc.identifier.startpage | 133 | en_US |
| dc.identifier.endpage | 165 | en_US |
| dc.cauo.name | BUS.School of Finance and Economics | en_US |
| dc.conference | Verified OK | en_US |
| dc.for | 150202 | en_US |
| dc.personcode | 0000020604;970384 | en_US |
| dc.percentage | 000050 | en_US |
| dc.classification.name | Financial Econometrics | en_US |
| dc.classification.type | FOR-08 | en_US |
| dc.edition | en_US | |
| dc.custom | en_US | |
| dc.date.activity | en_US | |
| dc.location.activity | en_US | |
| dc.description.keywords | en_US | |
| dc.staffid | University of Copenhagen | en_US |
