Order flow and volatility: An empirical investigation - Concepedia

Concepedia

Publication | Closed Access

Order flow and volatility: An empirical investigation

18

Citations

42

References

2014

Year

Anne Opschoor, Nick Taylor, Michel van der Wel, Dick van Dijk

Journal of Empirical Finance

Volatility ModelingFinancial EconomicsAsset PricingBusinessOrder FlowFinanceFlow Trading

References

	Year	Citations

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