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Trade size, order imbalance, and the volatility-volume relation Author info | Abstract | Publisher info | Download info | Related research | Statistics Chan, Kalok
Fong, Wai-Ming
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Article provided by Elsevier in its journal Journal of Financial Economics .
Volume (Year): 57 (2000)
Issue (Month): 2 (August)
Pages: 247-273
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Handle: RePEc:eee:jfinec:v:57:y:2000:i:2:p:247-273Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576
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Joseph K.W. Fung, 2006.
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Anthony D. Hall & Nikolaus Hautsch, 2004.
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