Title of article
Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange
Author/Authors
Kaj Hedvall، نويسنده , , Jonas Niemeyer، نويسنده , , Gunnar Rosenqvist، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1997
Pages
15
From page
279
To page
293
Keywords
Limit order book , Log-linear Poisson regression , Quasi symmetry , Market microstructure
Journal title
Journal of Empirical Finance
Serial Year
1997
Journal title
Journal of Empirical Finance
Record number
130613
Link To Document