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Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets (2024)

First Author: Lu Y

Attributed to: CHARMNET - Characterising Models for Networks funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/14697688.2024.2358963

Publication URI: http://dx.doi.org/10.1080/14697688.2024.2358963

Type: Journal Article/Review

Parent Publication: Quantitative Finance

Issue: 6

ISSN: 1469-7688