Order flow and the bid-ask spread: An empirical probability model of screen-based trading
| Year of publication: |
1997
|
|---|---|
| Authors: | Bollerslev, Tim ; Domowitz, Ian ; Wang, Jianxin |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 21.1997, 8-9, p. 1471-1492
|