You can't always get what you want: Trade-size clustering and quantity choice in liquidity
| Year of publication: |
2005
|
|---|---|
| Authors: | Moulton, Pamela C. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 78.2005, 1, p. 89-119
|
| Publisher: |
Elsevier |