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

2012

Field of Research

  • Banking, Finance And Investment Not Elsewhere Classified

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