Title of article
Order flow and the bid-ask spread: An empirical probability model of screen-based trading
Author/Authors
Tim Bollerslev، نويسنده , , Ian Domowitz، نويسنده , , Jianxin Wang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
21
From page
1471
To page
1491
Keywords
Screen-based trading , Limit order book , Bid-ask spreads , Foreign exchange quotations , Statisticalmodel evaluation , Order flow
Journal title
Journal of Economic Dynamics and Control
Serial Year
1997
Journal title
Journal of Economic Dynamics and Control
Record number
237479
Link To Document