Order flow, dealer profitability, and price formation
| Year of publication: |
2007
|
|---|---|
| Authors: | Locke, Peter ; Onayev, Zhan |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 85.2007, 3, p. 857-887
|
| Publisher: |
Elsevier |