Online Appendix: How Aggressive are High-Frequency Traders?
9 Pages Posted: 1 Mar 2014
Date Written: December 10, 2013
Abstract
This is the internet appendix for "How Aggressive are High-Frequency Traders".
The paper "How Aggressive are High-Frequency Traders" to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=2326446
JEL Classification: G14,G18
Suggested Citation: Suggested Citation
Hagströmer, Björn and Nordén, Lars L. and Zhang, Dong, Online Appendix: How Aggressive are High-Frequency Traders? (December 10, 2013). Available at SSRN: https://ssrn.com/abstract=2365988 or http://dx.doi.org/10.2139/ssrn.2365988
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