Trade size, order imbalance, and the volatility–volume relation
- 1 August 2000
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 57 (2) , 247-273
- https://doi.org/10.1016/s0304-405x(00)00057-x
Abstract
No abstract availableThis publication has 34 references indexed in Scilit:
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