Title of article
Predicting VNET: A model of the dynamics of market depth
Author/Authors
Robert F. Engle، نويسنده , , Joe Lange، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
30
From page
113
To page
142
Keywords
Market reaction curve , ACD model , TORQ data , TAQ data , NYSE , Market microstructure , Asymmetric information , Market depth , Stock market liquidity
Journal title
Journal of Financial Markets
Serial Year
2001
Journal title
Journal of Financial Markets
Record number
189397
Link To Document