Tick size and price reversal after order imbalance
Year of publication: |
2021
|
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Authors: | Sirnes, Espen ; Minh Thi Hong Dinh |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 9.2021, 2, Art.-No. 19, p. 1-13
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Subject: | finance | market microstructure | OIB | order imbalance | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market | Geld-Brief-Spanne | Bid-ask spread |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs9020019 [DOI] hdl:10419/257764 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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