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

ANU Authors

Field of Research

  • Banking, Finance And Investment Not Elsewhere Classified

Updated:  27 July 2024 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers