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Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects
Harford, Jarrad; Kaul, Aditya - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 29-56
Persistent link: https://www.econbiz.de/10006692380
Cover Image
Correlated order flow : pervasiveness, sources, and pricing effects
Harford, Jarrad; Kaul, Aditya - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10002698986