Order flow and the bid-ask spread: An empirical probability model of screen-based trading
- 1 June 1997
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 21 (8-9) , 1471-1491
- https://doi.org/10.1016/s0165-1889(97)00036-5
Abstract
No abstract availableThis publication has 26 references indexed in Scilit:
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