Tick size and price reversal after order imbalance
Year of publication: |
2021
|
---|---|
Authors: | Sirnes, Espen |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 9.2021, 2, p. 1-13
|
Publisher: |
Basel : MDPI |
Subject: | finance | market microstructure | OIB | order imbalance |
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