Common factors in prices, order flows, and liquidity
| Year of publication: |
2001
|
|---|---|
| Authors: | Hasbrouck, Joel ; Seppi, Duane J. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 59.2001, 3, p. 383-412
|