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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=189397
