The price path due to order imbalances: evidence from the...

European Financial Management 1998 Vol. 4; Iss. 1

The price path due to order imbalances: evidence from the Amsterdam Agricultural Futures Exchange

Joost M. E. Pennings, W. Erno Kuiper, Frenkel ter Hofstede, Matthew T. G. Meulenberg
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Volume:
4
Year:
1998
Language:
english
Pages:
18
DOI:
10.1111/1468-036x.00053
File:
PDF, 223 KB
english, 1998
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