Order Flow, Transaction Clock, and Normality of Asset Returns.

Details

Serval ID
serval:BIB_16221
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Order Flow, Transaction Clock, and Normality of Asset Returns.
Journal
Journal of Finance
Author(s)
Ane T, Geman H
Publication state
Published
Issued date
2000
Volume
55
Pages
2259-2284
Create date
19/11/2007 9:37
Last modification date
20/08/2019 12:45
Usage data