Petter Dahlström

Stockholm University - Stockholm Business School

Phd student

Sweden

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Scholarly Papers (1)

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Determinants of Limit Order Cancellations

Number of pages: 68 Posted: 10 Aug 2017 Last Revised: 10 Jan 2018
Petter Dahlström, Björn Hagströmer and Lars L. Norden
Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Stockholm University - Stockholm Business School
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Abstract:

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limit order profits, queue position, liquidity supply, fleeting orders, HFT, time priority