Order aggressiveness of different broker-types in response to monetary policy news

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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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Bibliographic Details
Main Author:	Smales, Lee
Format:	Journal Article
Published:	Elsevier BV 2016
Online Access:	http://hdl.handle.net/20.500.11937/22754

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