An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
BIAIS, BRUNO, HILLION, PIERRE, SPATT, CHESTERVolume:
50
Language:
english
Journal:
The Journal of Finance
DOI:
10.1111/j.1540-6261.1995.tb05192.x
Date:
December, 1995
File:
PDF, 2.31 MB
english, 1995