Order size, order imbalance and the volatility-volume relation in a bull versus a bear market
Citation
Wee, M & Yang, J 2012, 'Order size, order imbalance and the volatility-volume relation in a bull versus a bear market', Accounting & Finance, vol. 52, no. 1, pp. 145-163pp.Year
2012ANU Authors
Field of Research
- Banking, Finance And Investment Not Elsewhere Classified