Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange

Kaj Hedvall; Jonas Niemeyer; Gunnar Rosenqvist

doi:10.1016/S0927-5398(97)00011-X

Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange

Kaj Hedvall
, Jonas Niemeyer
, Gunnar Rosenqvist

Ekonomisk statistik, Helsingfors

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

21 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Journal of Empirical Finance
Volym	4
Nummer	2-3
Sidor (från-till)	279-293
Antal sidor	15
ISSN	0927-5398
DOI	https://doi.org/10.1016/S0927-5398(97)00011-X
Status	Publicerad - 1997
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

512 Företagsekonomi

Åtkomst av dokument

10.1016/S0927-5398(97)00011-X

http://www.sciencedirect.com/science/article/pii/S092753989700011X

OpenUrl-tillgänglighet

Fulltext

Heterogeneity and State Dependence in Modelling Order Flow Dynamics
Hedvall, K. (Projektledare, akademisk) & Rosenqvist, G. (Projektledare, akademisk)
01.01.1995 → 31.12.1999
Projekt: Externt finansierat projekt

Citera det här

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AU - Niemeyer, Jonas

AU - Rosenqvist, Gunnar

PY - 1997

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KW - 512 Business and Management

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DO - 10.1016/S0927-5398(97)00011-X

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Do Buyers and Sellers Behave Similarly in a Limit Order Book? A High-Frequency Data Examination of the Finnish Stock Exchange

Nyckelord

Åtkomst av dokument

OpenUrl-tillgänglighet

Projekt

Heterogeneity and State Dependence in Modelling Order Flow Dynamics

Citera det här