Order flow, dealer profitabiliy, and price formation
Year of publication: |
2007
|
---|---|
Authors: | Locke, Peter ; Onayev, Zhan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 85.2007, 3, p. 857-887
|
Subject: | Aktienindex | Stock index | Derivat | Derivative | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
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