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Order dynamics: Recent evidence from the NYSE

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  • Ellul, Andrew
  • Holden, Craig W.
  • Jain, Pankaj
  • Jennings, Robert

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  • Ellul, Andrew & Holden, Craig W. & Jain, Pankaj & Jennings, Robert, 2007. "Order dynamics: Recent evidence from the NYSE," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 636-661, December.
    • Handle: RePEc:eee:empfin:v:14:y:2007:i:5:p:636-661
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