Order Flow and Volatility: An Empirical Investigation

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

doi:10.1016/j.jempfin.2014.07.002

Order Flow and Volatility: An Empirical Investigation

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

Research output: Contribution to journal › Article (Academic Journal) › peer-review

13 Citations (Scopus)

Original language	English
Pages (from-to)	185-201
Journal	Journal of Empirical Finance
Volume	28
Early online date	15 Jul 2014
DOIs	https://doi.org/10.1016/j.jempfin.2014.07.002
Publication status	Published - 1 Sept 2014

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Professor Nick J Taylor
- nick.taylorbristol.acuk
- University of Bristol Business School - Professor of Financial Economics
Person: Academic

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@article{b25532817899421c9de5dc8b2a0cf285,

title = "Order Flow and Volatility: An Empirical Investigation",

author = "Anne Opschoor and Taylor, \{Nick J\} and \{van der Wel\}, Michel and \{van Dijk\}, Dick",

year = "2014",

month = sep,

day = "1",

doi = "10.1016/j.jempfin.2014.07.002",

language = "English",

volume = "28",

pages = "185--201",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Order Flow and Volatility: An Empirical Investigation

AU - Opschoor, Anne

AU - Taylor, Nick J

AU - van der Wel, Michel

AU - van Dijk, Dick

PY - 2014/9/1

Y1 - 2014/9/1

U2 - 10.1016/j.jempfin.2014.07.002

DO - 10.1016/j.jempfin.2014.07.002

M3 - Article (Academic Journal)

SN - 0927-5398

VL - 28

SP - 185

EP - 201

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

ER -

Order Flow and Volatility: An Empirical Investigation

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Professor Nick J Taylor

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