Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects
| Year of publication: |
2005
|
|---|---|
| Authors: | Harford, Jarrad ; Kaul, Aditya |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 40.2005, 1, p. 29-56
|