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
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
Journal title :
Journal of Economic Dynamics and Control
