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Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange

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Author Info
Hedvall, Kaj
Niemeyer, Jonas
Rosenqvist, Gunnar

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File URL: http://www.sciencedirect.com/science/article/B6VFG-3SX0D5B-9/2/54d1e35b2e4e543f4bb8ae4606dd4536
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 4 (1997)
Issue (Month): 2-3 (June)
Pages: 279-293
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Handle: RePEc:eee:empfin:v:4:y:1997:i:2-3:p:279-293

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  1. Timotheos Angelidis & Alexandros Benos, . "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics. [Downloadable!]
    Other versions:
  2. Adam Blazejewski & Richard Coggins, 2004. "A piecewise linear model for trade sign inference," Finance 0412012, EconWPA. [Downloadable!]
  3. Adam Blazejewski & Richard Coggins, 2004. "A local non-parametric model for trade sign inference," Finance 0408009, EconWPA. [Downloadable!]
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This page was last updated on 2009-12-3.

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