Order aggressiveness of different broker-types in response to monetary policy news
This paper examines the pattern of order aggressiveness, and the determinants of this pattern for institutional and retail brokers in the interval around monetary policy announcements. Utilizing a high-frequency dataset, with broker identifiers for each order submitted on the ASX over the period Dec...
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| Format: | Journal Article |
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Elsevier BV
2016
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| Online Access: | http://hdl.handle.net/20.500.11937/22754 |