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Wang, Jianxin
Domowitz, Ian
181
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Order flow and the bid-ask spread: An empirical probability model of screen-based trading
Bollerslev, Tim
;
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of economic dynamics & control
21
(
1997
)
8-9
,
pp. 1471-1492
Persistent link: https://www.econbiz.de/10006792299
Saved in:
2
Auctions as algorithms: Computerized trade execution and price discovery
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10006804593
Saved in:
3
Order flow and the bid-ask spread: An empirical probability model of screen-based trading
Bollerslev, Tim
;
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of Economic Dynamics and Control
21
(
1997
)
8-9
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10005160985
Saved in:
4
Auctions as algorithms : Computerized trade execution and price discovery
Domowitz, Ian
;
Wang, Jianxin
- In:
Journal of Economic Dynamics and Control
18
(
1994
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10005161022
Saved in:
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