Order based versus level book trade reporting : An empirical analysis
James Upson, Thomas McInish, B. Hardy Johnson IV
| Year of publication: |
2021
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|---|---|
| Authors: | Upson, James ; McInish, Thomas H. ; Johnson, B. Hardy, IV |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 125.2021, p. 1-11
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| Subject: | TAQ data | DTAQ data | Consolidated tape | Order size | Trade size |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106074 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819753