Trade size, order imbalance, and the volatility-volume relation
| Year of publication: |
2000
|
|---|---|
| Authors: | Chan, K. ; Fong, W.-M. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 57.2000, 2, p. 247-274
|