مرکز منطقه ای اطلاع رساني علوم و فناوري - Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange

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 :

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 :