Order characteristics and stock price evolution: An application to program trading
| Year of publication: |
1996
|
|---|---|
| Authors: | Hasbrouck, Joel |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 41.1996, 3, p. 129-152
|