Periodic market closure and order imbalances
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Bibliographic InfoArticle provided by Elsevier in its journal Global Finance Journal.
Volume (Year): 8 (1997)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/inca/620162
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- David Porter & Yusif Simaan & Daniel Weaver & David Whitcomb, 2006. "Effect of the Actual Size Rule Under Market Stress," Review of Quantitative Finance and Accounting, Springer, vol. 26(2), pages 87-103, March.
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