Order Aggressiveness, Price Impact, and Investment Performance in a Pure Order‐Driven Stock Market

E-ISSN： 2041-6156|44|4|635-660

ISSN： 2041-9945

Source： Asia-Pacific Journal Of Financial Studies (Electronic), Vol.44, Iss.4, 2015-08, pp. : 635-660

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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