Order Flow and Volatility: An Empirical Investigation

Anne Opschoor, Nick J Taylor, Michel van der Wel, Dick van Dijk

Research output: Contribution to journalArticle (Academic Journal)

7 Citations (Scopus)
Original languageEnglish
Pages (from-to)185-201
JournalJournal of Empirical Finance
Volume28
Early online date15 Jul 2014
DOIs
Publication statusPublished - 1 Sep 2014

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