Why is equity order flow so persistent?
Bence Tóth, Imon Palit, Fabrizio Lillo, J. Doyne Farmer
| Year of publication: |
February 2015
|
|---|---|
| Authors: | Tóth, Bence ; Palit, Imon ; Lillo, Fabrizio ; Farmer, J. Doyne |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 51.2015, p. 218-239
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| Subject: | Market microstructure | Order flow | Herding | Order splitting | Price impact | Behavioral finance | Marktmikrostruktur | Anlageverhalten | Behavioural finance | Theorie | Theory | Herdenverhalten | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474393